Weather generators (WGs) are stochastic models that can generate synthetic climate time series of unlimited length and having statistical properties similar to those of observed time series for a location or an area. WGs can infill missing data, extend the length of climate time series, and generate meteorological conditions for unobserved locations. Since the 1990s WGs have become an important spatial-temporal statistical downscaling methodology and have been playing an increasingly important role in climate-change impact assessment. Although the majority of the existing WGs have focused on simulation of precipitation for a single site, more and more WGs considering correlations among multiple sites, and multiple variables, including precipitation and nonprecipitation variables such as temperature, solar radiation, wind, humidity, and cloud cover have been developed for daily and sub-daily scales. Various parametric, semi-parametric and nonparametric WGs have shown the ability to represent the mean, variance, and autocorrelation characteristics of climate variables at different scales. Two main methodologies including change factor and conditional WGs on large-scale dynamical and thermal dynamical weather states have been developed for applications under a changing climate. However, rationality and validity of assumptions underlining both methodologies need to be carefully checked before they can be used to project future climate change at local scale. Further, simulation of extreme values by the existing WGs needs to be further improved. WGs assimilating multisource observations from ground observations, reanalysis, satellite remote sensing, and weather radar for the continuous simulation of two-dimensional climate fields based on the mixed physics-based and stochastic approaches deserve further efforts. An inter-comparison project on a large ensemble of WG methods may be helpful for the improvement of WGs. Due to the applied nature of WGs, their future development also requires inputs from decision-makers and other relevant stakeholders.