The initial phase of the deployment of Vehicular Ad-Hoc Networks (VANETs) has begun and many research challenges still need to be addressed. Location privacy continues to be in the top of these challenges. Indeed, both of academia and industry agreed to apply the pseudonym changing approach as a solution to protect the location privacy of VANETs'users. However, due to the pseudonyms linking attack, a simple changing of pseudonym shown to be inefficient to provide the required protection. For this reason, many pseudonym changing strategies have been suggested to provide an effective pseudonym changing. Unfortunately, the development of an effective pseudonym changing strategy for VANETs is still an open issue. In this paper, we present a comprehensive survey and classification of pseudonym changing strategies. We then discuss and compare them with respect to some relevant criteria. Finally, we highlight some current researches, and open issues and give some future directions.