Chills are a psychophysiological response which can be experienced when listening to music. They have been of particular interest in scientific research on music because of their association with emotion and pleasure. With the literature almost doubling in size since the last review on the subject, a comprehensive survey is needed to provide a solid basis for future research. In this article, we explore the context behind current research on chills, discuss how they relate to emotional and aesthetic responses, assess current empirical measures and paradigms, summarise their physiological and neural correlates, categorise their possible stimulus-driven elicitors, examine how they are affected by individual differences, and evaluate theories about their potential evolutionary causes. We conclude by providing a set of recommendations for future research, and include a dataset listing pieces of music reported to elicit chills in the reviewed literature.