Vehicular communications essentially support automotive applications for safety and infotainment. For this reason, industry leaders envision an enhanced role of vehicular communications in the fifth generation of mobile communications technology. Over the years, the number of vehicle-mounted sensors has increased steadily, which potentially leads to more volume of critical data communications in a short time. Also, emerging applications such as remote/autonomous driving and infotainment such as high-definition movie streaming require data-rates on the order of multiple Gbit/s. Such high data-rates require a large system bandwidth, but very limited bandwidth is available in the sub-6 GHz cellular bands. This has sparked research interest in the millimeter wave (mmWave) band (10 GHz-300 GHz), where a large bandwidth is available to support the high data-rate and low-latency communications envisioned for emerging vehicular applications. However, leveraging mmWave communications requires a thorough understanding of the relevant vehicular propagation channels, which are significantly different from those investigated below 6 GHz. Despite their significance, very few investigations of mmWave vehicular channels are reported in the literature. This work highlights the key attributes of mmWave vehicular communication channels and surveys the recent literature on channel characterization efforts in order to provide a gap analysis and propose possible directions for future research.