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Physical layer security (PLS), which is based on information-theoretic principles of message confidentiality, has attracted considerable attention in recent years. This paper provides a comprehensive survey of using channel feedback (CF) to enhance the quality of PLS of various communication models. To be specific, the survey starts from the secret key-based CF scheme and its variations for the wiretap channel (WTC) and other communication models. Then, for the WTC and its generalized models, an improved feedback scheme and its variations are respectively introduced, where the improved scheme combines the secret key-based CF scheme with the Wyner-Ziv scheme for source coding with side information. It has been shown that these improved schemes perform better than the original secret key-based schemes for several cases. Next, the Schalkwijk-Kailath (SK) feedback scheme and its variations are introduced, which are optimal for the Gaussian WTC and its variations. Finally, the already existing CF schemes are summarized and the future challenges of using CF to enhance PLS are discussed. [ABSTRACT FROM AUTHOR]