With the high penetration of renewable energy sources and the extensive use of power electronic devices, power electronic systems (PESs) may exhibit oscillations featuring a wide frequency range, multiple device interactions, and widespread propagation. These features pose challenges for traditional state-space model (SSM)- and impedance model (IM)-based analysis, resulting in a significant need for efficient small-signal stability analysis methods for large-scale PESs. This paper comprehensively reviews the state-of-the-art small-signal stability analysis methods of large-scale PESs, including the novel SSM-based analysis, single-bus IM-based analysis, and multi-bus IM-based analysis. The fundamental concepts, evaluations, and development trends of these methods are systematically reviewed. Moreover, the frequency-scanning-based and data-driven black-box models for grid-tied converters are discussed. Finally, a comparative analysis of different methods is presented.