Privacy nutrition labels have emerged as a compelling alternative to lengthy, complex privacy policies for effectively communicating privacy information. In recent years, research on privacy nutrition labels has expanded significantly. However, a literature review of privacy nutrition labels is still lacking. To address this gap, we created and analyzed a dataset of privacy nutrition label papers from 2009 to 2024. We qualitatively coded the papers published in the past 15 years, and revealed characteristics of existing privacy labels research. Our findings highlight areas that have received more attention and those that remain under-served. Our analysis also shed light on common methodologies in existing studies and the different communities of stakeholders. We conclude by reflecting on the gaps in existing research and discussing where future work can focus on.