Autonomous vehicles with an ability to trace chemical plumes can be instrumental in tasks such as detection of unexploded ordnance, search for undersea wreckage and environmental monitoring. As a consequence, use of autonomous vehicles to perform chemical plume tracing has received an increasing interest from the research community in recent years. Owing to the diversity of applications and ambient fluid environment of the plumes, there are numerous plume tracing strategies and approaches. This paper reviews two main approaches and a number of strategies that have been successfully implemented to track air or water borne plumes in order to locate odour sources using autonomous vehicles. The first strategy considered is the biomimetic approach that offers excellent models for the development of robotic systems. Strategies inspired by lobsters and bacterium are the main focus in this study. The second scheme considers parallelization of the search procedure by employing a multi-robot approach. This approach has the advantage of utilising a group of smaller and simpler communicating robots which are capable of performing a collaborative search of the plume.