In a world designed for legs, quadrupeds, bipeds, and humanoids have the opportunity to impact emerging robotics applications from logistics, to agriculture, to home assistance. The goal of this survey is to cover the recent progress toward these applications that has been driven by model-based optimization for the real-time generation and control of movement. The majority of the research community has converged on the idea of generating locomotion control laws by solving an optimal control problem (OCP) in either a model-based or data-driven manner. However, solving the most general of these problems online remains intractable due to complexities from intermittent unidirectional contacts with the environment, and from the many degrees of freedom of legged robots. This survey covers methods that have been pursued to make these OCPs computationally tractable, with specific focus on how environmental contacts are treated, how the model can be simplified, and how these choices affect the numerical solution methods employed. The survey focuses on model-based optimization, covering its recent use in a stand alone fashion, and suggesting avenues for combination with learning-based formulations to further accelerate progress in this growing field.