Physics-informed neural networks (PINNs) represent an emerging computational paradigm that incorporates observed data patterns and the fundamental physical laws of a given problem domain. This approach provides significant advantages in addressing diverse difficulties in the field of complex fluid dynamics. We thoroughly investigated the design of the model architecture, the optimization of the convergence rate, and the development of computational modules for PINNs. However, efficiently and accurately utilizing PINNs to resolve complex fluid dynamics problems remain an enormous barrier. For instance, rapidly deriving surrogate models for turbulence from known data and accurately characterizing flow details in multiphase flow fields present substantial difficulties. Additionally, the prediction of parameters in multi-physics coupled models, achieving balance across all scales in multiscale modeling, and developing standardized test sets encompassing complex fluid dynamic problems are urgent technical breakthroughs needed. This paper discusses the latest advancements in PINNs and their potential applications in complex fluid dynamics, including turbulence, multiphase flows, multi-field coupled flows, and multiscale flows. Furthermore, we analyze the challenges that PINNs face in addressing these fluid dynamics problems and outline future trends in their growth. Our objective is to enhance the integration of deep learning and complex fluid dynamics, facilitating the resolution of more realistic and complex flow problems.