Simulation is becoming increasingly important in the safety analysis of nuclear reactors nowadays. The physical phenomena in a nuclear power plant happen on three classified scales: system scale (phenomenon over the whole plant is concerned), component scale (phenomenon in specific component is concerned), and mesoscale (phenomenon in a small part of a component is concerned). Owing to the particular emphases, various codes are developed to simulate particular problems. System codes intend to predict the behavior of the whole power plant during normal or accidental phases (system scale). Subchannel codes are for core behavior predictions (component scale). CFD codes can simulate the thermal-hydraulic in a fixed part of the plant (mesoscale). Those codes are coupled together to better predict the conditions in a nuclear reactor in last the two decades, which is the multiscale thermal-hydraulic simulation approach for nuclear power systems. Diverse coupling approaches are developed and various coupling codes are implemented. This paper first proposes a classification of those approaches. It tells that a multiscale coupling is composed of five items: coupling architecture, operation mode, domain coupling, field mapping, and temporal coupling. Numbers of options are available for each item. For coupling architecture, it can be internal coupling, via-IO coupling, server-client, or serverless coupling. For operation mode, it can be either parallel or serial. For domain coupling, it can be either domain-decomposition or domain-overlapping coupling. For field mapping, it can be manual-definition, processed by user-developing toolkit, or handled by third-party libraries. For temporal coupling, it can be explicit coupling, semi-implicit coupling, or implicit coupling. An evaluation of the approaches is performed based on new-proposed criterion. A general review of the multiscale thermal-hydraulic coupled codes is made based on the classification. Especially, a review of the domain-overlapping approach is present considering it is the most promising but challenging method for multiscale thermal-hydraulic simulation.