To enhance the oxidation resistance of zirconium alloy fuel cladding in high-temperature steam environments, current research primarily focuses on improving its durability and safety through surface coating technologies. This paper reviews various coating systems applied to zirconium alloys, including Cr coatings, FeCrAl coatings, high-entropy coatings, ceramic coatings, and MAX-phase coatings. These coating technologies effectively mitigate oxidation reactions by adding a protective layer on the zirconium alloy surface, thereby slowing down the oxidation rate of zirconium alloys under extreme accident scenarios, such as Loss-of-Coolant Accidents (LOCA), and improving the safety of nuclear reactors under harsh conditions. However, the long-term stability and high-temperature limits of these coatings remain key areas of research. Further optimization of coating materials' composition and fabrication processes is needed to enable broader industrial applications.