Self-piercing riveting (SPR) is a cold forming technique used to fasten together two or more sheets of materials with a rivet without the need to predrill a hole. The application of SPR in the automotive sector has become increasingly popular mainly due to the growing use of lightweight materials in transportation applications. However, SPR joining of these advanced light materials remains a challenge as these materials often lack a good combination of high strength and ductility to resist the large plastic deformation induced by the SPR process. In this paper, SPR joints of advanced materials and their corresponding failure mechanisms are discussed, aiming to provide the foundation for future improvement of SPR joint quality. This paper is divided into three major sections: 1) joint failures focusing on joint defects originated from the SPR process and joint failure modes under different mechanical loading conditions, 2) joint corrosion issues, and 3) joint optimisation via process parameters and advanced techniques.