Point clouds have garnered increasing research attention and found numerous practical applications. However, many of these applications, such as autonomous driving and robotic manipulation, rely on sequential point clouds, essentially adding a temporal dimension to the data (i.e., four dimensions) because the information of the static point cloud data could provide is still limited. Recent research efforts have been directed towards enhancing the understanding and utilization of sequential point clouds. This paper offers a comprehensive review of deep learning methods applied to sequential point cloud research, encompassing dynamic flow estimation, object detection & tracking, point cloud segmentation, and point cloud forecasting. This paper further summarizes and compares the quantitative results of the reviewed methods over the public benchmark datasets. Ultimately, the paper concludes by addressing the challenges in current sequential point cloud research and pointing towards promising avenues for future research.