Adapted from the acceptance sampling field, the double sampling monitoring schemes implement a two-stage strategy to decide whether the process being monitored is in-control or out-of-control. That is, a master sample is split into two separate subgroup samples, with the first subgroup sample used in the first stage and, depending on which type of double sampling method is used, either only the second or the combined first and second, subgroup sample(s) are used in the second stage. This strategy has been proven to effectively decrease the sampling effort and, at the same time, to decrease the time to detect potential out-of-control situations. For these reasons, it has received some attention in the statistical process monitoring (SPM) literature and, in this review paper, all 92 existing publications on the basic double sampling monitoring schemes and other different schemes that are integrated with the basic double sampling schemes are reviewed. The double sampling schemes are categorized and summarized so that any research gaps in the SPM literature can easily be identified. Finally, concluding remarks and some directions for future research ideas are given.