Since the purchase of Siri by Apple, and its release with the iPhone 4S in 2011, virtual assistants (VAs) have grown in number and popularity. The sophisticated natural language processing and speech recognition employed by VAs enables users to interact with them conversationally, almost as they would with another human. To service user voice requests, VAs transmit large amounts of data to their vendors; these data are processed and stored in the Cloud. The potential data security and privacy issues involved in this process provided the motivation to examine the current state of the art in VA research. In this study, we identify peer-reviewed literature that focuses on security and privacy concerns surrounding these assistants, including current trends in addressing how voice assistants are vulnerable to malicious attacks and worries that the VA is recording without the user\'s knowledge or consent. The findings show that not only are these worries manifold, but there is a gap in the current state of the art, and no current literature reviews on the topic exist. This review sheds light on future research directions, such as providing solutions to perform voice authentication without an external device, and the compliance of VAs with privacy regulations.