The Hajj is an Islamic pilgrimage that involves four main holy sites in Makkah, Saudi Arabia. As the number of participants (pilgrims) attending these events has been increasing over the years, challenges have arisen: overcrowding at the sites resulting in congestion, pilgrims getting lost, stampedes, injuries and even deaths. Although Hajj management authorities have employed up-to-date facilities to manage the events (e.g., state-of-the-art infrastructure and communication technologies, CCTV monitoring, live crowd analysis, time scheduling, and large well-trained police forces and scouts), there is still overcrowding and "unexpected" problems that can occur at the events. These problems can be studied and mitigated by prior simulation, which allows for preparation and deployment of the most appropriate plans for crowd management at Hajj events. This paper presents a comprehensive survey of crowd modelling and simulation studies referring to Hajj.