This paper summarizes the autonomous guidance methods (AGMs) for pinpoint soft landing on celestial surfaces. We first review the development of powered descent guidance methods, focusing on their contributions for dealing with constraints and enhancing computational efficiency. With the increasing demand for reusable launchers and more scientific returns from space exploration, pinpoint soft landing has become a basic requirement. Unlike the kilometer-level precision for previous activities, the position accuracy of future planetary landers is within tens of meters of a target respecting all constraints of velocity and attitude, which is a very difficult task and arouses renewed interest in AGMs. This paper states the generalized three- and six-degree-of-freedom optimization problems in the powered descent phase and compares the features of three typical scenarios, i.e., the lunar, Mars, and Earth landing. On this basis, the paper details the characteristics and adaptability of AGMs by comparing aspects of analytical guidance methods, numerical optimization algorithms, and learning-based methods, and discusses the convexification treatment and solution strategies for non-convex problems. Three key issues related to AGM application, including physical feasibility, model accuracy, and real-time performance, are presented afterward for discussion. Many space organizations, such as those in the United States, China, France, Germany, and Japan, have also developed free-flying demonstrators to carry out related research. The guidance methods whcih have been tested on these demonstrators are briefly introduced at the end of the paper.