Nostalgia refers to personal sentimentality caused by recalling objects, people, places, experiences or feelings from the past. Nostalgia is usually associated with positive memories and leads to positive affect. It has a positive effect on maintaining individuals’ physical and mental health, but occasionally, it may result in negative affect too. This paper reviewed the triggers of nostalgic, which included objective stimuli (e.g., visual, olfactory, and auditory) and subjective stimuli (e.g., negative emotions and perception of low temperature). Moreover, we analyzed the research paradigms of nostalgic, which included qualitative research (e.g., content analysis and grounded theory), quantitative research (e.g., survey and the experience sampling method), and experimental research (e.g., single-factorial design and multi-factorial design). Relevant scales used to measure nostalgic were also introduced. Future studies should further investigate the comparison between different triggers of nostalgic (e.g., active vs. passive) and between different content of nostalgic (positive vs. negative), and integrate various research paradigms. More attention should be drawn to longitudinal studies, as well as the distinction between state nostalgia and nature nostalgia.