Many biological and physical systems exhibit behaviour at multiple spatial, temporal or population scales. Multiscale processes provide challenges when they are to be simulated using numerical techniques. While coarser methods such as partial differential equations are typically fast to simulate, they lack the individual-level detail that may be required in regions of low concentration or small spatial scale. However, to simulate at such an individual-level throughout a domain and in regions where concentrations are high can be computationally expensive. Spatially-coupled hybrid methods provide a bridge, allowing for multiple representations of the same species in one spatial domain by partitioning space into distinct modelling subdomains. Over the past twenty years, such hybrid methods have risen to prominence, leading to what is now a very active research area across multiple disciplines including chemistry, physics and mathematics. There are three main motivations for undertaking this review. Firstly, we have collated a large number of spatially-extended hybrid methods and presented them in a single coherent document, while comparing and contrasting them, so that anyone with a need for a multi-scale hybrid method will be able to find the most appropriate one for their need. Secondly, we have provided canonical examples with algorithms and accompanying code, serving to demonstrate how these types of methods work in practice. Finally, we have presented papers that employ these methods on real biological and physical problems, demonstrating their utility. We also consider some open research questions in the area of hybrid method development and the future directions for the field.