Recommender systems aim to capture users' personalized preferences from the cast amount of user behaviors, making them pivotal in the era of information explosion. However, the presence of the dynamic preference, the "information cocoons", and the inherent feedback loops in recommendation make users interact with a limited number of items. Conventional recommendation algorithms typically focus on the positive historical behaviors, while neglecting the essential role of negative feedback in user interest understanding. As a promising but easy-to-ignored area, negative sampling is proficients in revealing the genuine negative aspect inherent in user behaviors, emerging as an inescapable procedure in recommendation. In this survey, we first discuss the role of negative sampling in recommendation and thoroughly analyze challenges that consistently impede its progress. Then, we conduct an extensive literature review on the existing negative sampling strategies in recommendation and classify them into five categories with their discrepant techniques. Finally, we detail the insights of the tailored negative sampling strategies in diverse recommendation scenarios and outline an overview of the prospective research directions toward which the community may engage and benefit.