Of the four kinds of fundamental interactions in nature, gravity is the first known to humankind, but at the same time, it seems to be the least understood. A self-consistent theory of quantum gravity is still elusive. Even though, the efforts to unify quantum theory and general relativity continue, and recent researches show that analog gravitational systems open up new possibilities for our understanding of the nature of gravity. The analog gravity provides us concrete non-gravitational physical systems to study the quantum effects in curved spacetime such as the Hawking radiation both theoretically and experimentally on the one hand, while on the other hand, the techniques dealing with issues in curved spacetime can also be applied to the analog systems themselves and shed light on them in return. In this paper, we review various analog models that capture different aspects of the behaviors of gravitational systems. First, we introduce the analog of the bending of light in curved spacetime with artificial metamaterials based on transformation optics, which is an analog of a classical general relativistic effect. We then review Unruhs sonic black hole model. When the speed of the background fluid is faster than the speed of sound in the fluid, one creates a sonic analog of a gravitational black hole. If the flow of an ideal fluid is irrotational, then the equation of motion describing the acoustic disturbance is identical to the dAlembertian equation of a minimally coupled massless scalar filed in a curved spacetime, which forms the foundation of the phonon Hawking radiation in analog systems. Unruhs sonic black hole model has become a paradigm for experimental verification of quantum effects in curved spacetime, and there have been, in recent years, many attempts to realize it in analogue systems such as the Bose-Einstein condensate, ion traps, optical fibers, and etc. Other related issues, such as the detection of modified vacuum fluctuations, which are intrinsically related to quantum effects in curved space, by means of superconducting circuit devices, and the metamaterial models of cosmological evolutions are also reviewed. Finally, we give an outlook for the future research.