Sustained oscillations persist without decay, impacting system stability and performance. Sustained oscillations in distribution systems exhibit unique mechanisms compared to those in transmission systems, yet research in this area of distribution systems is lacking. In distribution systems, these oscillations degrade power quality, jeopardizing stability and causing relay malfunctions and supply discontinuity. Understanding their mechanisms in modern distribution systems is crucial for their detection, classification, and localization. This paper provides a comprehensive review of sustained oscillations in modern distribution systems. Additionally, it discusses key methodologies for detecting and classifying sustained oscillations in transmission systems. Finally, it applies transmission system methodologies to real cases in Ontario's distribution system, shedding light on challenges and future directions.