To address the performance degradation caused by the coupling of fault-sample scarcity and cross-domain distribution shifts in intelligent diagnosis of rotating machinery, scarce-sample cross-domain fault diagnosis for rotating machinery (SSCDFD-RM) has emerged as an important research topic. However, existing reviews are largely organized around individual paradigms, such as few-shot learning, transfer learning, or domain generalization, and a unified analytical framework is still lacking. To bridge this gap, this paper establishes a systematic review framework for SSCDFD-RM from two orthogonal perspectives: training-stage information availability and the source–target label-space relationship. First, according to the accessibility of target-domain information and the sufficiency of source-domain supervision, existing studies are categorized into three representative scenarios: few-sample target-domain cross-domain diagnosis, few-sample source-and-target-domain cross-domain diagnosis, and zero-sample domain-generalization-based cross-domain diagnosis. Closed-set, partial-set, open-set and universal-set settings are further introduced to characterize the source–target label-space relationships under each scenario. On this basis, representative methods are critically reviewed in terms of their core mechanisms, applicable conditions, failure modes, and application boundaries, and their common bottlenecks are further abstracted into several fundamental issues, including the reliability of limited supervision, statistical uncertainty under scarce samples, preservation of class-conditional discriminative structures, and generalization to unseen domains. Subsequently, reproducible methods are quantitatively evaluated on cross-working-condition and cross-machine tasks under unified task definitions, data partitions, sample budgets, and evaluation protocols. The benchmark further incorporates recent technical paradigms, including deep meta-transfer learning, large-scale time-series pretraining, self-supervised representation learning, and diffusion-based representation learning. The results show that cross-machine diagnosis is generally more challenging than cross-working-condition diagnosis, and the difficulty further increases when target-private unknown classes are involved. Moreover, the performance gains achieved by multi-source information fusion and domain generalization are strongly task-dependent, and increasing the number of source samples or source domains does not necessarily lead to monotonic improvement. Finally, based on the methodological analysis and experimental findings, this paper discusses several promising directions, including unified learning under continuously varying information boundaries, collaborative known-class recognition and unknown-class rejection under highly heterogeneous cross-machine conditions, digital-twin-assisted domain expansion, trustworthy and interpretable diagnosis, and lightweight modeling with safe online adaptation. These discussions provide guidance for advancing SSCDFD-RM from controlled experimental studies toward trustworthy deployment in complex industrial environments.