The sub-synchronous oscillation （SSO） incidents caused by the dynamic interactions between wind farms and the rest of power system threaten the safe and reliable operation of practical power grids. Firstly， this paper introduces several incidents occurred in practical power systems caused by wind farms， and several key factors of wind turbine types， mechanism， and the consequences are described. Secondly， the paper illustrates the commonly used analysis methods which are frequency-domain method （complex torque coefficient analysis and impedance-based method） and model analysis method for analyzing SSO caused by grid-connected wind farms in terms of principles， applicability， and characteristics. Thirdly， the paper summarizes the researches which have been carried out in the area of SSO caused by grid-connected wind farms on the basis of the analysis methods and the object system types adopted in the literature. In addition， the current research status of mechanism investigation on the issue of SSO caused by grid-connected wind farms has been demonstrated. Finally， the analysis methods and issues to be addressed urgently for mechanism study of SSO caused by grid-connected wind farms are discussed.