The intersection between music and Extended Reality (XR) has grown significantly over the past twenty years, amounting to an established area of research today. The use of XR technologies represents a fundamental paradigm shift for various musical contexts as they disrupt traditional notions of musical interaction by enabling performers and audiences to interact musically with virtual objects, agents, and environments. This article both surveys and expands upon the knowledge accumulated in existing research in this area to build a foundation for future works that bring together Music and XR. To this end, we created a freely available dataset of 260 publications in this space and conducted an in-depth analysis covering 199 works in the last decade. We conducted this analysis using a list of conceptual dimensions belonging to technical, artistic, perceptual and methodological domains. This review of the literature is complemented with a set of interviews with domain experts with the goal of establishing a definition for the emergent field of Musical XR, i.e., the field of music in Extended Realities. Based on the results of the conducted review, a research agenda for the field is proposed.

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