The spin-exchange relaxation-free (SERF) state effect has been used to develop high-performance atomic magnetometers and atomic gyroscopes. Under the conditions of high-atomic number density and a zero-magnetic-field environment, alkali metal atoms enter the SERF state because the frequency of their spin-exchange collisions is much greater than the Larmor precession frequency. This results in a major reduction or even elimination of the atomic spin-exchange relaxation, and the linewidth of the atomic magnetic resonance becomes narrower. Heating the alkali metal atom vapor cell and shielding or compensating magnetic fields are key technologies used to attain the SERF state. To achieve a zero-magnetic-field environment, two methods are typically adopted: passive shielding the geomagnetic field with high-permeability materials, or active compensation of the ambient magnetic field with three-axis coils. This study elucidates the physical mechanism underlying the SERF effect, provides an in-depth examination of current techniques for achieving a zero-magnetic-field environment, and offers a comparative analysis of three approaches, namely passive shielding, active compensation, and an approach combining both. Additionally, this study provides technological prospects for achieving zero-magnetic-field environments.