Crude oil, shale oil, and sand oil are all sources of petroleum and contain hundreds of compounds whose components can be grouped into four main classes such as (1) saturates (alkanes and cycloparaffins), (2) aromatics (mono-, di-, and polynuclear aromatic hydrocarbons (PAHs) with alkyl side chains), (3) resins (aggregates with a multitude of building blocks such as sulfoxides, amides, thiophenes, pyridines, quinolines, and carbazoles), and (4) asphaltenes (aggregates of extended polyaromatics, naphthenic acids, sulfides, polyhydric phenols, fatty acids, and metal-loporhyrins). The latter two classes contain many species that are nonvolatile and are therefore difficult to analyze. Currently, most analyses of petroleum compounds determine species with no more than six fused rings, a paucity of polar groups, and a molecular mass of less than 600. The volatility and stability of the compounds determine whether they are amenable to analysis using standard gas chromatography/mass spectrometry (GC/MS). Hence, to determine the chemical class and identity of a number of nonvolatiles, other fluid systems with appropriate separation and detection technologies are required. These include supercritical fluid extraction (SFE), supercritical fluid chromatography (SFC), and liquid chromatography (LC). This review covers recent developments and advances in all of the above-mentioned and related techniques used to extract and identify crude oil and related products. Critical evaluation, generalization, and comparison studies have been made.