Data centers are critical infrastructures that require significant energy resources for their operation, particularly for cooling purposes. The constant expansion of data centers worldwide means a dramatic increment of energy consumption, resulting in significant environmental and economic impacts. Thus, the energy efficiency of data centers is a crucial topic for researchers and practitioners. This review paper seeks to offer a thorough examination of the cutting-edge thermal management technologies implemented in data centers over the past few years. Specifically, it focuses on multilevel thermal management techniques, including active and passive cooling systems, and other new technologies as: liquid and two-phase cooling system. The paper also discusses promising potential technologies for enhancing energy efficiency and equipment safety, as well as incorporating methods for recovering waste heat, to carbon footprint reduction and decrease electricity consumption in data centers. The reviewed technologies and methods are evaluated based on their effectiveness in reducing energy consumption, as well as their feasibility for implementation in real scenario. The paper concludes with a discussion on future research directions and practical implications for the sustainable data centers.