The infrared spectrum of water vapor is made up of strongly absorbing bands and many transparent windows between these bands. The water vapour continuum in these same spectral regions is of particular importance for the Earth’s radiation budget and for remote sensing techniques that exploit these windows. Historically, most attention has focused on the mid-infrared atmospheric window, but there have been many fewer reports within bands and in the near-infrared spectral region. In addition, the causes of the continuum remain a subject of controversy. The history and recent developments of the causes of the continuum and calculation models were reviewed briefly. The advantages and disadvantages of several experimental methods were discussed. The possible future directions were given.