Scientists around the world have long aimed to produce miniature robots that can be controlled inside the human body to aid doctors in identifying and treating diseases. Such microrobots hold the potential to access hard-to-reach areas of the body through the natural lumina. Wireless access has the potential to overcome drawbacks of systemic therapy, as well as to enable completely new minimally invasive procedures. The aim of this review is fourfold: first, to provide a collection of valuable anatomical and physiological information on the target working environments together with engineering tools for the design of medical microrobots; second, to provide a comprehensive updated survey of the technological state of the art in relevant classes of medical microrobots; third, to analyze currently available tracking and closed loop control strategies compatible with the in-body environment; and fourth, to explore the challenges still in place, to steer and inspire future research.