The analysis and synthesis issues have gained widespread attention for complex dynamical networks (CDNs) over the past few years. Accordingly, some challenges including protocol-based scheduling, security vulnerability, limited communication resources as well as network-induced phenomena have to be handled by developing effective analysis and design approaches. In this paper, we make an attempt to review the latest state estimation schemes for CDNs especially those over the networked environment. Firstly, the engineering background and the current attractive topics in regard to CDNs are presented. Subsequently, we provide a review of several types of state estimation methods under different performance indices, for example, state estimation, set-membership state estimation, optimal state estimation and fault estimation. Next, particular effort is devoted to show the up-to-date progresses on the protocol-based state estimation and compensation-based state estimation approaches for CDNs. Finally, some challenging problems are outlined regarding the future research to promote the theoretical developments in related fields.