3D videos have attracted attention from academia and industry after great success in the film industry. Multiview video plus depth (MVD) is the most popular 3D video format to provide vivid 3D feeling and has been adopted as an international 3D video coding standard, namely 3D extension of high efficiency video coding (HEVC). MVD includes a limited number of textures and depth maps to synthesise virtual views. In MVD, depth samples describe the distance between a camera and an actual object as a grey-level image. The characteristics of depth maps are quite different from texture images. Consequently, new coding tools are designed for depth maps in 3D-HEVC to improve the coding efficiency at the expense of high-computational complexity, which faces great challenges in coding systems. Depth map coding is also an important technique in immersive media to support three degrees of freedom 3DoF+/6DoF applications such as virtual reality/augmented reality. The study starts with an overview of what has been done over the last decade in 3D-HEVC, especially depth map coding, regarding theories, methodologies, current research and state-of-the-art fast approaches. Following this, a comprehensive comparison of the reviewed techniques is presented, and an outlook on its future trends is provided.