The lubrication of the mechanical components reduces friction, and increases the efficiency and the reliability. However, the interaction of moving components with the lubricant leads to power losses due to viscous and inertial effects. Nowadays, the study of lubricant behavior can be carried out through computational fluid dynamics (CFD) simulations. Nevertheless, the modeling of the computational domain within complex mechanical systems (e.g., ordinary, planetary and cycloidal gearboxes, roller bearings, and pumps) requires the exploitation of specific CFD techniques. In the last decades, many mesh-based or meshless approaches have been developed to deal with the complex management of the topological changes of the computational domain or the modeling of complex kinematics. This paper aims to collect and to classify the scientific literature where these approaches have been exploited for the study of lubricated mechanical systems. The goal of this research is to shed a light on the current state of the art in performing CFD analysis of these systems. Moreover, the objective of this study is to stress the limits and the capabilities of the main CFD techniques applied in this field of research. Results show the main differences in terms of accuracy achievable and the level of complexity that can be managed with the different CFD approaches.