The existence of user profiles belonging to a single user across different social networking sites poses several challenges to the research community. The main technical issue in that context is to detect the same user profiles across several different social networks by leveraging a set of mechanisms that identify the similarity among the user profiles. This problem is commonly referred to as entity matching or identity linkage on social networks. In this review, we describe and compare the 27 most important (to the best of our knowledge) research papers in this area. The main contributions of this article are to provide a systematic and integrated review of papers in this area, to provide comparative points that simplify the understanding of such systems, and finally to discuss future research avenues.