Recent research has shown that the integrity of sensor measurements can be violated through out-of-band signal injection attacks. These attacks target the conversion process from a physical quantity to an analog property---a process that fundamentally cannot be authenticated. Out-of-band signal injection attacks thus pose previously-unexplored security risks by exploiting hardware imperfections in the sensors themselves, or in their interfaces to microcontrollers. In response to the growing-yet-disjointed literature in the subject, this article presents the first survey of out-of-band signal injection attacks. It focuses on unifying their terminology and identifying commonalities in their causes and effects through a chronological, evolutionary, and thematic taxonomy of attacks. By highlighting cross-influences between different types of out-of-band signal injections, this paper underscores the need for a common language irrespective of the attack method. By placing attack and defense mechanisms in the wider context of their dual counterparts of side-channel leakage and electromagnetic interference, this study identifies common threads and gaps that can help guide and inform future research. Overall, the ever-increasing reliance on sensors embedded in everyday commodity devices necessitates that a stronger focus be placed on improving the security of such systems against out-of-band signal injection attacks.