Lithium niobate (LN) has experienced significant developments during past decades due to its versatile properties, especially its large electro-optic (EO) coefficient. For example, bulk LN-based modulators with high speeds and a superior linearity are widely used in typical fiber-optic communication systems. However, with ever-increasing demands for signal transmission capacity, the high power and large size of bulk LN-based devices pose great challenges, especially when one of its counterparts, integrated silicon photonics, has experienced dramatic developments in recent decades. Not long ago, high-quality thin-film LN on insulator (LNOI) became commercially available, which has paved the way for integrated LN photonics and opened a hot research area of LN photonics devices. LNOI allows a large refractive index contrast, thus light can be confined within a more compact structure. Together with other properties of LN, such as nonlinear/acousto-optic/pyroelectric effects, various kinds of high-performance integrated LN devices can be demonstrated. A comprehensive summary of advances in LN photonics is provided. As LN photonics has experienced several decades of development, our review includes some of the typical bulk LN devices as well as recently developed thin film LN devices. In this way, readers may be inspired by a complete picture of the evolution of this technology. We first introduce the basic material properties of LN and several key processing technologies for fabricating photonics devices. After that, various kinds of functional devices based on different effects are summarized. Finally, we give a short summary and perspective of LN photonics. We hope this review can give readers more insight into recent advances in LN photonics and contribute to the further development of LN related research.