The electroencephalogram (EEG), a highly complex signal, is one of the most common sources of information used to study brain function and neurological disorders. More than 100 current neural network applications dedicated to EEG processing are presented. Works are categorized according to their objective (sleep analysis, monitoring anesthesia depth, brain-computer interface, EEG artifact detection, EEG source-based localization, etc.). Each application involves a specific approach (long-term analysis or short-term EEG segment analysis, real-time or time delayed processing, single or multiple EEG-channel analysis, etc.), for which neural networks were generally successful. The promising performances observed are demonstrative of the efficiency and efficacy of systems developed. This review can aid researchers, clinicians and implementors to understand up-to-date interest in neural network tools for EEG processing. The extended bibliography provides a database to assist in possible new concepts and idea development.