In the context of autonomous vehicles on highways, one of the first and most important tasks is to localize the vehicle on the road. For this purpose, the vehicle needs to be able to take into account the information from several sensors and fuse them with data coming from road maps. The localization problem on highways can be distilled into three main components. The first one consists of inferring on which road the vehicle is currently traveling. Indeed, Global Navigation Satellite Systems are not precise enough to deduce this information by themselves, and thus a filtering step is needed. The second component consists of estimating the vehicle's position in its lane. Finally, the third and last one aims at assessing on which lane the vehicle is currently driving. These two last components are mandatory for safe driving as actions such as overtaking a vehicle require precise information about the current localization of the vehicle. In this survey, we introduce a taxonomy of the localization methods for autonomous vehicles in highway scenarios. We present each main component of the localization process, and discuss the advantages and drawbacks of the associated state-of-the-art methods.