Simulators have irreplaceable importance for the research and development of autonomous driving. Besides saving resources, labor, and time, simulation is the only feasible way to reproduce many severe accident scenarios. Despite their widespread adoption across academia and industry, there is an absence in the evolutionary trajectory of simulators and critical discourse on their limitations. To bridge the gap in research, this paper conducts an in-depth review of simulators for autonomous driving. It delineates the three-decade development into three stages: specialized development period, gap period, and comprehensive development, from which it detects a trend of implementing comprehensive functionalities and open-source accessibility. Then it classifies the simulators by functions, identifying five categories: traffic flow simulator, vehicle dynamics simulator, scenario editor, sensory data generator, and driving strategy validator. Simulators that amalgamate diverse features are defined as comprehensive simulators. By investigating commercial and open-source simulators, this paper reveals that the critical issues faced by simulators primarily revolve around fidelity and efficiency concerns. This paper justifies that enhancing the realism of adverse weather simulation, automated map reconstruction, and interactive traffic participants will bolster credibility. Concurrently, headless simulation and multiple-speed simulation techniques will exploit the theoretic advantages. Moreover, this paper delves into potential solutions for the identified issues. It explores qualitative and quantitative evaluation metrics to assess the simulator's performance. This paper guides users to find suitable simulators efficiently and provides instructive suggestions for developers to improve simulator efficacy purposefully.