Autoregressive models have demonstrated great performance in natural language processing (NLP) with impressive scalability, adaptability and generalizability. Inspired by their notable success in NLP field, autoregressive models have been intensively investigated recently for computer vision, which perform next-token predictions by representing visual data as visual tokens and enables autoregressive modelling for a wide range of vision tasks, ranging from visual generation and visual understanding to the very recent multimodal generation that unifies visual generation and understanding with a single autoregressive model. This paper provides a systematic review of vision autoregressive models, including the development of a taxonomy of existing methods and highlighting their major contributions, strengths, and limitations, covering various vision tasks such as image generation, video generation, image editing, motion generation, medical image analysis, 3D generation, robotic manipulation, unified multimodal generation, etc. Besides, we investigate and analyze the latest advancements in autoregressive models, including thorough benchmarking and discussion of existing methods across various evaluation datasets. Finally, we outline key challenges and promising directions for future research, offering a roadmap to guide further advancements in vision autoregressive models.