As　infrastructures　play　an　key　role　in　the　normal　operation　of　economy　and　society,　more　and　more　concerns　are　given　to　all　aspects　of　the　infrastructures,　including　construction　processes,　investment　and　fund-raising　affairs,　protection　issues　and　so　on.　Nevertheless,　critical　infrastructure　is　of　the　first　rank,　it　comprises　of　some　fundamental　infrastructures　for　daily　production　and　living,　so　the　vulnerability　and　interdependency　of　critical　infrastructure　systems　(CIS)　is　a　hot　issue　for　exploration.　This　paper　presents　a　comprehensive　review　of　research　literature　on　vulnerabilities　and　interdependencies　of　CISs　from　two　aspects:　(1)　Interdependency　identification　and　modeling;　(2)　Vulnerability　identification　and　assessment.　And　the　further　research　opportunities　are　considered.