In the last decade, the computer vision field has seen significant progress in multimodal data fusion and learning, where multiple sensors, including depth, infrared, and visual, are used to capture the environment across diverse spectral ranges. Despite these advancements, there has been no systematic and comprehensive evaluation of fusing RGB-D and thermal modalities to date. While autonomous driving using LiDAR, radar, RGB, and other sensors has garnered substantial research interest, along with the fusion of RGB and depth modalities, the integration of thermal cameras and, specifically, the fusion of RGB-D and thermal data, has received comparatively less attention. This might be partly due to the limited number of publicly available datasets for such applications. This paper provides a comprehensive review of both, state-of-the-art and traditional methods used in fusing RGB-D and thermal camera data for various applications, such as site inspection, human tracking, fault detection, and others. The reviewed literature has been categorised into technical areas, such as 3D reconstruction, segmentation, object detection, available datasets, and other related topics. Following a brief introduction and an overview of the methodology, the study delves into calibration and registration techniques, then examines thermal visualisation and 3D reconstruction, before discussing the application of classic feature-based techniques and modern deep learning approaches. The paper concludes with a discourse on current limitations and potential future research directions. It is hoped that this survey will serve as a valuable reference for researchers looking to familiarise themselves with the latest advancements and contribute to the RGB-DT research field.