A useful and increasingly common additive manufacturing (AM) process is the selective laser melting (SLM) or direct metal laser sintering (DMLS) process. SLM/DMLS can produce full-density metal parts from difficult materials, but it tends to suffer from severe residual stresses introduced during processing. This limits the usefulness and applicability of the process, particularly in the fabrication of parts with delicate overhanging and protruding features. The purpose of this study was to examine the current insight and progress made toward understanding and eliminating the problem in overhanging and protruding structures. To accomplish this, a survey of literature was undertaken, focusing on process modeling (general, heat transfer, stress and distortion, and material models), direct process control (input and environmental control, hardware-in-the-loop monitoring, parameter optimization, and post-processing), experiment development (methods for evaluation, optical and mechanical process monitoring, imaging, and design-of-experiments), support structure optimization, and overhang feature design; approximately 140 published works were examined. The major findings of this study were that a small minority of the literature on SLM/DMLS deals explicitly with the overhanging stress problem, but some fundamental work has been done on the problem. Implications, needs, and potential future research directions are discussed in-depth in light of the present review.