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Blockchain is a distributed and decentralized ledger for recording transactions. It is maintained and shared among the participating nodes by utilizing cryptographic primitives. A consensus protocol ensures that all nodes agree on a unique order in which records are appended. However, current blockchain solutions are facing scalability issues. Many methods, such as Off-chain and Directed Acyclic Graph (DAG) solutions, have been proposed to address the issue. However, they have inherent drawbacks, e.g., forming para-site chains. Performance, such as throughput and latency, is also important to a blockchain system. Sharding has emerged as a good candidate that can overcome both the scalability and performance problems in blockchain. To date, there is no systematic work that analyzes the sharding protocols. To bridge this gap, this paper provides a systematic and comprehensive review on blockchain sharding techniques. We first present a general design flow of sharding protocols and then discuss key design challenges. For each challenge, we analyze and compare the techniques in state-of-the-art solutions. Finally, we discuss several potential research directions in blockchain sharding.