Unmanned Aerial Vehicles (UAVs) are indispensable for infrastructure inspection, surveillance, and related tasks, yet they also introduce critical security challenges. This survey provides a wide-ranging examination of the anti-UAV domain, centering on three core objectives-classification, detection, and tracking-while detailing emerging methodologies such as diffusion-based data synthesis, multi-modal fusion, vision-language modeling, self-supervised learning, and reinforcement learning. We systematically evaluate state-of-the-art solutions across both single-modality and multi-sensor pipelines (spanning RGB, infrared, audio, radar, and RF) and discuss large-scale as well as adversarially oriented benchmarks. Our analysis reveals persistent gaps in real-time performance, stealth detection, and swarm-based scenarios, underscoring pressing needs for robust, adaptive anti-UAV systems. By highlighting open research directions, we aim to foster innovation and guide the development of next-generation defense strategies in an era marked by the extensive use of UAVs.