In recent years, major earthquakes in China, Chile, New Zealand and Japan caused many building structures severely damaged, which must be overhauled or rebuilt. Therefore, how to improve the seismic resilience of building structures has been widely concerned. The energy dissipation dampers are proposted to install in some parts of the structure to produce large damping and dissipate much seismic energy input. While, the disadvantage of these traditional dampers is that they cannot automatically restored to the original position after the earthquake, and the residual deformation may result in huge economic losses. In recent years, researchers proposed to combine self-centering devices with traditional dampers to obtain self-centering capacity in addition to energy dissipation capacity, and the self-centering dampers can effectively avoid post-earthquake damage of the structure. This paper first reviews the mechanical characteristics and development of traditional dampers, including metal yield dampers, friction dampers, viscoelastic dampers, viscous fluid dampers, etc. Then, the research of self-centering dampers is summarized according to the types of self-centering devices, including shape memory alloy (SMA) type, steel tendon and strand type, and mechanical spring type. Further, the experimental research and seismic design methods of structures with self-centering dampers are reviewed, as well as the classic engineering applications of different dampers. Finally, the future directions need to be concerned in the further research are mentioned, which is benefical to the future engineering popularization and applicaition of self-centering dampers.