Multi-sensor fusion plays a critical role in enhancing perception for autonomous driving, overcoming individual sensor limitations, and enabling comprehensive environmental understanding. This paper first formalizes multi-sensor fusion strategies into data-level, feature-level, and decision-level categories and then provides a systematic review of deep learning-based methods corresponding to each strategy. We present key multi-modal datasets and discuss their applicability in addressing real-world challenges, particularly in adverse weather conditions and complex urban environments. Additionally, we explore emerging trends, including the integration of Vision-Language Models (VLMs), Large Language Models (LLMs), and the role of sensor fusion in end-to-end autonomous driving, highlighting its potential to enhance system adaptability and robustness. Our work offers valuable insights into current methods and future directions for multi-sensor fusion in autonomous driving.