Vehicular Ad hoc Networks (VANET) consists of several vehicular nodes and uses 802.11p protocol for communication. Because of its unique characteristics, such as fast speed, serious Doppler effect, large node number etc, VANET is vulnerable to be affected by a variety of security threats. In this paper, we firstly introduce the system architecture, applications and categories of attacks in VANET. Then we summarize several types of anonymous authentication techniques which aim at protecting the privacy of vehicular nodes, then discuss and compare the typical anonymous authentication schemes of each type. Finally, we present the problems which should be considered in the next step of research.