We sought to assess breakthrough SARS-CoV-2 infections in vaccinated individuals by variant distribution and to identify the common risk associations. The PubMed, Web of Science, ProQuest, and Embase databases were searched from 2019 to 30 January 2022. The outcome of interest was breakthrough infections (BTIs) in individuals who had completed a primary COVID-19 vaccination series. Thirty-three papers were included in the review. BTIs were more common among variants of concern (VOC) of which Delta accounted for the largest number of BTIs (96%), followed by Alpha (0.94%). In addition, 90% of patients with BTIs recovered, 11.6% were hospitalized with mechanical ventilation, and 0.6% resulted in mortality. BTIs were more common in healthcare workers (HCWs) and immunodeficient individuals with a small percentage found in fully vaccinated healthy individuals. VOC mutations were the primary cause of BTIs. Continued mitigation approaches (e.g., wearing masks and social distancing) are warranted even in fully vaccinated individuals to prevent transmission. Further studies utilizing genomic surveillance and heterologous vaccine regimens to boost the immune response are needed to better understand and control BTIs.