Photonic integrated circuits (PICs) are playing an increasingly important role in the fields of interconnection, sensing, and computing. Heterogeneously integrated lasers can improve the integration, portability and scalability of PICs, help them achieve more complex advanced functions, and achieve large-scale fabrication at the low-cost wafer level. Due to the cost and performance advantages demonstrated by heterogeneously integrated lasers, they have rapidly advanced in the fields of narrow linewidth lasers, tunable lasers, and comb lasers in recent years. They also play a crucial role in applications such as data center interconnection, sensing, microwave generation, and electronicphotonic heterogeneous integration. This paper firstly compares the schemes of different integrated lasers, then reviews the development history of heterogeneously integrated lasers, and summarizes the wide application scenarios of heterogeneously integrated lasers. Finally, the heterogeneously integrated lasers are summarized and prospected. Heterogeneously integrated lasers will further release the potential of PICs with their own advantages, breaking through the power consumption, cost and speed bottlenecks of PICs.