This paper first introduces some of the major components of location models, in which facilities enter the market in sequential fashion. Individual models are then surveyed based on the space the facilities are located in. Throughout the paper, we emphasize the sensitivity of the basic model, i.e., the changes that occur when assumptions are dropped or replaced by others. We conclude with a number of issues that have, at least so far, not been addressed, and that provide potential avenues for future research.