Recently, nonlinear photonics has attracted considerable interest. Among the nonlinear effects, second harmonic generation (SHG) remains a hot research topic. The recent development of thin film lithium niobate (TFLN) technology has superior performances to the conventional counterparts. Herein, this review article reveals the recent progress of SHG based on TFLN and its integrated photonics. We mainly discuss and compare the different techniques of TFLN-based structures to boost the nonlinear performances assisted by localizing light in nanostructures and structured waveguides. Moreover, our conclusions and perspectives indicate that more efficient methods need to be further explored for higher SHG conversion efficiency on the TFLN platform.