The wide adoption of path-tracing algorithms in high-end realistic rendering has stimulated many diverse research initiatives. In this paper we present a coherent survey of methods that utilize Monte Carlo integration for estimating light transport in scenes containing participating media. Our work complements the volume-rendering state-of-the-art report by Cerezo et al. [2005]; we review publications accumulated since its publication over a decade ago, and include earlier methods that are key for building light transport paths in a stochastic manner. We begin by describing analog and non-analog procedures for free-path sampling and discuss various expected-value, collision, and track-length estimators for computing transmittance. We then review the various rendering algorithms that employ these as building blocks for path sampling. Special attention is devoted to null-collision methods that utilize fictitious matter to handle spatially varying densities; we import two “next-flight” estimators originally developed in nuclear sciences. Whenever possible, we draw connections between image-synthesis techniques and methods from particle physics and neutron transport to provide the reader with a broader context.