A brain–computer interface (BCI) enables a user to communicate with a computer directly using brain signals. The most common noninvasive BCI modality, electroencephalogram (EEG), is sensitive to noise/artifact and suffers between-subject/within-subject nonstationarity. Therefore, it is difficult to build a generic pattern recognition model in an EEG-based BCI system that is optimal for different subjects, during different sessions, for different devices and tasks. Usually, a calibration session is needed to collect some training data for a new subject, which is time consuming and user unfriendly. Transfer learning (TL), which utilizes data or knowledge from similar or relevant subjects/sessions/devices/tasks to facilitate learning for a new subject/session/device/task, is frequently used to reduce the amount of calibration effort. This article reviews journal publications on TL approaches in EEG-based BCIs in the last few years, i.e., since 2016. Six paradigms and applications—motor imagery, event-related potentials, steady-state visual evoked potentials, affective BCIs, regression problems, and adversarial attacks—are considered. For each paradigm/application, we group the TL approaches into cross-subject/session, cross-device, and cross-task settings and review them separately. Observations and conclusions are made at the end of the article, which may point to future research directions.