Exoskeleton technology has made significant advances during the last decade, resulting in a considerable variety of solutions for gait assistance and rehabilitation. The mechanical design of these devices is a crucial aspect that affects the efficiency and effectiveness of their interaction with the user. Recent developments have pointed towards compliant mechanisms and structures, due to their promising potential in terms of adaptability, safety, efficiency, and comfort. However, there still remain challenges to be solved before compliant lower limb exoskeletons can be deployed in real scenarios. In this review, we analysed 52 lower limb wearable exoskeletons, focusing on three main aspects of compliance: actuation, structure, and interface attachment components. We highlighted the drawbacks and advantages of the different solutions, and suggested a number of promising research lines. We also created and made available a set of data sheets that contain the technical characteristics of the reviewed devices, with the aim of providing researchers and end-users with an updated overview on the existing solutions.