The atmosphere is a particularly difficult analytical system because of the very low levels of substances to be analysed, sharp variations in pollutant levels with time and location, differences in wind, temperature and humidity. This makes the selection of an efficient sampling technique for air analysis a key step to reliable results. Generally, methods for volatile organic compounds sampling include collection of the whole air or preconcentration of samples on adsorbents. All the methods vary from each other according to the sampling technique, type of sorbent, method of extraction and identification technique. In this review paper we discuss various important aspects for sampling of volatile organic compounds by the widely used and advanced sampling methods. Characteristics of various adsorbents used for VOCs sampling are also described. Furthermore, this paper makes an effort to comprehensively review the concentration levels of volatile organic compounds along with the methodology used for analysis, in major cities of the world.