Recent natural extreme events, such as Hurricane Ike in the U.S. (2008), Tohoku tsunami in Japan (2011), and Typhoon Haiyan in Southeast Asia (2013), have caused significant damage to the decks of coastal bridges. The failure of the structure occurs when wave-induced loads on the decks of coastal bridges exceed the bridge capacity, resulting in partial removal or a complete collapse of bridge decks. Tsunami, storm waves, and storm surge are known to be the ultimate agents of such failures. An understanding of the failure mechanism and possible solutions require a better knowledge of the destructive loads on the structure. Interaction of surface waves with the bridge deck is a complex problem, involving fluid–structure interaction, wave breaking, and overtopping. Possible submergence of the deck and entrapment of air pockets between girders can increase destructive forces and add to the complexities of the problem. In recent years, remarkable progress has been made on this topic, resulting in some new findings about the failure mechanism and the destructive wave loads. A review of the key studies on wave loads on the coastal bridge decks, including those in the past and very recently, is presented here. Emphasis is given to the pioneering works that have significantly improved our understanding of the problem. Challenges associated with the existing solutions are highlighted, and suggestions for future studies are provided.