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Modeling pedestrian dynamics and their implementation in a computer are challenging and important issues in the knowledge areas of transportation and computer simulation. The aim of this article is to provide a bibliographic outlook so that the reader may have quick access to the most relevant works related to this problem. We have used three main axes to organize the article's contents: pedestrian models, validation techniques, and multiscale approaches. The backbone of this work is the classification of existing pedestrian models; we have organized the works in the literature under five categories, according to the techniques used for implementing the operational level in each pedestrian model. Then the main existing validation methods, oriented to evaluate the behavioral quality of the simulation systems, are reviewed. Furthermore, we review the key issues that arise when facing multiscale pedestrian modeling, where we first focus on the behavioral scale (combinations of micro and macro pedestrian models) and second on the scale size (from individuals to crowds). The article begins by introducing the main characteristics of walking dynamics and its analysis tools and concludes with a discussion about the contributions that different knowledge fields can make in the near future to this exciting area.