Modern automated surveillance techniques are heavily reliant on deep learning methods. Despite the superior performance, these learning systems are inherently vulnerable to adversarial attacks - maliciously crafted inputs that are designed to mislead, or trick, models into making incorrect predictions. An adversary can physically change their appearance by wearing adversarial t-shirts, glasses, or hats or by specific behavior, to potentially avoid various forms of detection, tracking and recognition of surveillance systems; and obtain unauthorized access to secure properties and assets. This poses a severe threat to the security and safety of modern surveillance systems. This paper reviews recent attempts and findings in learning and designing physical adversarial attacks for surveillance applications. In particular, we propose a framework to analyze physical adversarial attacks and provide a comprehensive survey of physical adversarial attacks on four key surveillance tasks: detection, identification, tracking, and action recognition under this framework. Furthermore, we review and analyze strategies to defend against the physical adversarial attacks and the methods for evaluating the strengths of the defense. The insights in this paper present an important step in building resilience within surveillance systems to physical adversarial attacks.