In this article, the comprehensive review on the application, and indeed, a comparative analysis on dry machining of different types of materials (Inconel, steel, aluminum, cast iron, magnesium and advanced materials) used in machining (turning, drilling and milling operations) were carried out in the light of utmost works published in the literature. The work describes the scientific findings of the past twenty years, including sustainable methods (surface texture, solid lubricants, vibration-assisted machining, laser-assisted machining), tool coatings, and geometry of tools. Vibration-assisted machining is another direction that researchers have investigated without the use of cutting coolants, where the complete disposal of coolants is not possible. Various researchers have carried out rigorous experimental work on milling, drilling, and turning operations under dry conditions to machine numerous materials. A significant proportion of experimental data about tool wear, tool wear machining, surface quality, surface integrity, etc., has been analyzed under dry conditions. However, the critical analysis of dry machining for different conventional machining operations for a variety of industrial materials is still lacking for establishing dry machining as a sustainable process for industrial applications. Thus, the critical analysis of various machining parameters and their consequences on tool wear and the surface quality of machined work was carried out in this work. Finally, scientific recommendations based on critical findings were proposed for industrial implementation of dry machining.