We review a range of techniques related to navigation of unmanned vehicles through unknown environments with obstacles, especially those that rigorously ensure collision avoidance (given certain assumptions about the system). This topic continues to be an active area of research, and we highlight some directions in which available approaches may be improved. The paper discusses models of the sensors and vehicle kinematics, assumptions about the environment, and performance criteria. Methods applicable to stationary obstacles, moving obstacles and multiple vehicles scenarios are all reviewed. In preference to global approaches based on full knowledge of the environment, particular attention is given to reactive methods based on local sensory data, with a special focus on recently proposed navigation laws based on model predictive and sliding mode control.