Polymer electrolyte membrane fuel cell (PEMFC) has been recognized as a promising zero-emission power source for portable, mobile and stationary applications. To simultaneously ensure high membrane proton conductivity and sufficient reactant delivery to reaction sites, water management has become one of the most important issues for PEMFC commercialization, and proper water management requires good understanding of water transport in different components of PEMFC. In this paper, previous researches related to water transport in PEMFC are comprehensively reviewed. The state and transport mechanism of water in different components are elaborated in detail. Based on the literature review, it is found that experimental techniques have been developed to predict distributions of water, gas species, temperature and other parameters in PEMFC. However, difficulties still remain for simultaneous measurements of multiple parameters, and the cell and system design modifications required by measurements need to be minimized. Previous modeling work on water transport in PEMFC involves developing rule-based and first-principle-based models, and first-principle-based models involve multi-scale methods from atomistic to full cell levels. Different models have been adopted for different purposes and they all together can provide a comprehensive view of water transport in PEMFC. With the development of computational power, application of lower length scale methods to higher length scales for more accurate and comprehensive results is feasible in the future. Researches related to cold start (startup from subzero temperatures) and high temperature PEMFC (HT-PEMFC) (operating at the temperatures higher than 100 °C) are also reviewed. Ice formation that hinders reactant delivery and damages cell materials is the major issue for PEMFC cold start, and enhancing water absorption by membrane electrolyte and external heating have been identified as the most effective ways to reduce ice formation and accelerate temperature increment. HT-PEMFC that can operate without liquid water formation and membrane hydration greatly simplifies water management strategy, and promising performance of HT-PEMFC has been demonstrated.