In this review, the fundamental, current status and challenges of different types of HER electrocatalysts are highlighted. The hydrogen evolution reaction plays a decisive role in a range of electrochemical and photoelectrochemical devices. It requires efficient and robust electrocatalysts to lower the reaction overpotential and minimize energy consumption. Over the last decade, we have witnessed a rapid rise in new electrocatalysts, particularly those based on non-precious metals. Some of them approach the activity of precious metal benchmarks. Here, we present a comprehensive overview of the recent developments of heterogeneous electrocatalysts for the hydrogen evolution reaction. Detailed discussion is organized from precious metals to non-precious metal compounds including alloys, chalcogenides, carbides, nitrides, borides and phosphides, and finally to metal-free materials. Emphasis is placed on the challenges facing these electrocatalysts and solutions for further improving their performance. We conclude with a perspective on the development of future HER electrocatalysts.