Interpretation of deep learning models is a very challenging problem because of their large number of parameters, complex connections between nodes, and unintelligible feature representations. Despite this, many view interpretability as a key solution to trustworthiness, fairness, and safety, especially as deep learning is applied to more critical decision tasks like credit approval, job screening, and recidivism prediction. There is an abundance of good research providing interpretability to deep learning models; however, many of the commonly used methods do not consider a phenomenon called "feature interaction." This work first explains the historical and modern importance of feature interactions and then surveys the modern interpretability methods which do explicitly consider feature interactions. This survey aims to bring to light the importance of feature interactions in the larger context of machine learning interpretability, especially in a modern context where deep learning models heavily rely on feature interactions.