With the development of robotics and artificial intelligence, multi-agent collaborative localization has become a key technology for improving system localization accuracy and robustness. The research progress in agent sensor systems, multi-agent sensor fusion structures, and collaborative localization algorithms in the context of multi-agent are reviewed in the paper. Firstly, common localization sensors and their advantages and disadvantages are introduced, emphasizing the importance of multi-sensor fusion technology in enhancing localization accuracy and robustness. Secondly, the characteristics of centralized and distributed sensor fusion structures are analyzed, highlighting the advantages of distributed structures in parallel computing, communication bandwidth requirements, and system reliability. Subsequently, on the current research status of centralized and distributed collaborative localization algorithms are elaborated, with a particular focus on improvements in communication complexity and computational efficiency in distributed algorithms. Finally, the main challenges faced by current multi-agent collaborative localization is summarized, including consistency in calculation results, information sharing and communication issues, and the impact of multi-source errors on localization accuracy.