With the increasing availability of high-quality longitudinal data on students in higher education, scholars' interest in how students proceed through higher education has risen. So far, the research field is diverse in theoretical perspectives and methodological approaches. Thus, based on 27 studies published in (higher) education research journals during the past two decades, this literature review provides an overview of the theoretical concepts, methodologies and main empirical findings in the study of students' trajectories in higher education. The results depict a US dominated research field. Most theoretical frameworks are based on student's decision-making. Across different country contexts and research designs--ranging from descriptions of student trajectories to studies predicting who engages in which types of trajectories to sequential trajectory reconstruction--we found that historically disadvantaged groups in higher education such as students from low social origin follow less linear and less smooth higher education trajectories. However, while the field of comparative education is growing steadily and may significantly contribute to explaining the link between the realization of students' opportunities and the way how higher education is designed and implemented both on the national and local level, there were no cross-country comparison studies on higher education trajectories.