Abstract: Recently, there has been growing interest among researchers in developing multi-rotors with advanced autonomous flight capabilities. Multi-rotors are capable of performing complex and hazardous tasks in place of humans, such as search and rescue, inspection, and exploration missions. However, they face numerous challenges when operating in the diverse and dynamic real-world environments. To effectively accomplish these tasks, multi-rotors require a robust, safe, and efficient autonomous flight system. As we know, autonomous flight systems involve multiple complex technical aspects, including mapping, state estimation, and motion planning. We offer an in-depth discussion, comparison, and comprehensive review of the strengths and limitations of these sub-modules. Furthermore, we highlight the current limitations and unresolved challenges of autonomous flight in various scenarios, providing valuable insights for researchers seeking to bridge the gap between theory and practical applications. Finally, we summarize the future challenges and emerging trends in the development of autonomous flight systems.