Multiple Object Tracking (MOT) is an important computer vision problem which has gained increasing attention due to its academic and commercial potential. Although different kinds of approaches have been proposed to tackle this problem, it still remains challenging due to factors like abrupt appearance changes and severe object occlusions. In this work, we contribute the first comprehensive and most recent review on this problem. We inspect the recent advances in various aspects and propose some interesting directions for future research. To the best of our knowledge, there has not been any extensive review on this topic in the community. We endeavor to provide a thorough review on the development of this problem in recent decades. The main contributions of this review are fourfold: 1) Key aspects in a multiple object tracking system, including formulation, categorization, key principles, evaluation of an MOT are discussed. 2) Instead of enumerating individual works, we discuss existing approaches according to various aspects, in each of which methods are divided into different groups and each group is discussed in detail for the principles, advances and drawbacks. 3) We examine experiments of existing publications and summarize results on popular datasets to provide quantitative comparisons. We also point to some interesting discoveries by analyzing these results. 4) We provide a discussion about issues of MOT research, as well as some interesting directions which could possibly become potential research effort in the future.