In recent years, the number of cyber attacks has grown rapidly. An effective way to reduce the attack surface and protect software is adoption of methodologies that apply security at each step of the software development lifecycle. While different methodologies have been proposed to address software security, recent research shows an increase in the number of vulnerabilities in software and data breaches. Therefore, the security practices incorporated in secure software development methodologies require investigation. This paper provides an overview of security practices involved in 28 secure software development methodologies from industry, government, and academia. To achieve this goal, we distributed the security practices among the software development lifecycle stages. We also investigated auxiliary (non-technical) practices, such as organizational, behavioral, legal, policy, and governance aspects that are incorporated in the secure software development methodologies. Furthermore, we explored methods used to provide evidence of the effectiveness of the methodologies. Finally, we present the gaps that require attention in the scientific community. The results of our survey may assist researchers and organizations to better understand the existing security practices integrated into the secure software development methodologies. In addition, our bridge between "technical" and "non-technical" worlds may be useful for non-technical specialists who investigate software security. Moreover, exploring the gaps that we found in current research may help improve security in software development and produce software with fewer number of vulnerabilities.