Volatile organic compounds (VOCs) are of interest in many different fields. Among them are food and fragrance analysis, environmental and atmospheric research, industrial applications, security or medical and life science. In the past, the characterization of these compounds was mostly performed via sample collection and off-site analysis with gas chromatography coupled to mass spectrometry (GC-MS) as the gold standard. While powerful, this method also has several drawbacks such as being slow, expensive, and demanding on the user. For decades, intense research has been dedicated to find methods for fast VOC analysis on-site with time and spatial resolution. We present the working principles of the most important, utilized, and researched technologies for this purpose and highlight important publications from the last five years. In this overview, non-selective gas sensors, electronic noses, spectroscopic methods, miniaturized gas chromatography, ion mobility spectrometry and direct injection mass spectrometry are covered. The advantages and limitations of the different methods are compared. Finally, we give our outlook into the future progression of this field of research.