The field of prosthetics has been evolving and advancing over the past decade, as patients with missing extremities are expecting to control their prostheses in as normal a way as possible. Scientists have attempted to satisfy this expectation by designing a connection between the nervous system of the patient and the prosthetic limb, creating the field of neuroprosthetics. In this paper, we broadly review the techniques used to bridge the patient's peripheral nervous system to a prosthetic limb. First, we describe the electrical methods including myoelectric systems, surgical innovations and the role of nerve electrodes. We then describe non-electrical methods used alone or in combination with electrical methods. Design concerns from an engineering point of view are explored, and novel improvements to obtain a more stable interface are described. Finally, a critique of the methods with respect to their long-term impacts is provided. In this review, nerve electrodes are found to be one of the most promising interfaces in the future for intuitive user control. Clinical trials with larger patient populations, and for longer periods of time for certain interfaces, will help to evaluate the clinical application of nerve electrodes.