In the modern digital world users need to make privacy and security choices that have far-reaching consequences. Researchers are increasingly studying people's decisions when facing with privacy and security trade-offs, the pressing and time consuming disincentives that influence those decisions, and methods to mitigate them. This work aims to present a systematic review of the literature on privacy categorization, which has been defined in terms of profile, profiling, segmentation, clustering and personae. Privacy categorization involves the possibility to classify users according to specific prerequisites, such as their ability to manage privacy issues, or in terms of which type of and how many personal information they decide or do not decide to disclose. Privacy categorization has been defined and used for different purposes. The systematic review focuses on three main research questions that investigate the study contexts, i.e. the motivations and research questions, that propose privacy categorisations; the methodologies and results of privacy categorisations; the evolution of privacy categorisations over time. Ultimately it tries to provide an answer whether privacy categorization as a research attempt is still meaningful and may have a future.