The blades that play a key role to collect wind energy are the most critical components of a wind turbine system. Meanwhile, they are also the parts most susceptible to damage. Structural health monitoring (SHM) system has been proposed to continuously monitor the wind turbine. Nevertheless, no system has yet been developed to a stage compatible with the requirements of commercial wind turbines. Therefore, full-scale structural testing is the main means available so far for validating the comprehensive performance of wind turbine blades. It is now normally used as part of a blade certification process. It also allows an insight into the failure mechanisms of wind turbine blades, which are essential to the success of SHM. Furthermore, it provides a unique opportunity to exercise SHM and non-destructive testing (NDT) techniques. Recognizing these practical significances, this paper therefore aims to carry out an extensive review of full-scale structural testing of wind turbine blades, including static testing and fatigue testing. In particular, the current status in China is presented. One focus of this review is on the failure mechanisms of wind turbine blades, which are vital for optimizing the design of themselves as well as the design of their SHM system. Another focus is on the strengths and weaknesses of various SHM and NDT techniques, which are useful for evaluating their applicability on wind turbine blades. In addition, recent advances in photogrammetry and digital image correlation have allowed new opportunities for blade monitoring. These techniques are currently being explored on a few wind turbine blade applications and can provide a wealth of additional information that was previously unobtainable. These works are also summarized in this paper in order to discover the pros and cons of these techniques.