Vanadium oxides with multioxidation states and various crystalline structures offer unique electrical, optical, optoelectronic and magnetic properties, which could be manipulated for various applications. For the past 30 years, significant efforts have been made to study the fundamental science and explore the potential for vanadium oxide materials in ion batteries, water splitting, smart windows, supercapacitors, sensors, and so on. This review focuses on the most recent progress in synthesis methods and applications of some thermodynamically stable and metastable vanadium oxides, including but not limited to V2O3, V3O5, VO2, V3O7, V2O5, V2O2, V6O13, and V4O9. We begin with a tutorial on the phase diagram of the V-O system. The second part is a detailed review covering the crystal structure, the synthesis protocols, and the applications of each vanadium oxide, especially in batteries, catalysts, smart windows, and supercapacitors. We conclude with a brief perspective on how material and device improvements can address current deficiencies. This comprehensive review could accelerate the development of novel vanadium oxide structures in related applications.