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We present a systematic review on tasks, interactions, and visualization widgets (refer to tangible entities that are used to accomplish data exploration tasks through specific interactions) in the context of tangible data exploration. Tangible widgets have been shown to reduce cognitive load, enable more natural interactions, and support the completion of complex data exploration tasks. Yet, the field lacks a structured understanding of how task types, interaction methods, and widget designs are coordinated, limiting the ability to identify recurring design patterns and opportunities for innovation. To address this gap, we conduct a systematic review to analyze existing work and characterize the current design of data exploration tasks, interactions, and tangible visualization widgets. We next reflect based on our findings and propose a research agenda to inform the development of a future widget design toolkit for tangible data exploration. Our systematic review and supplemental materials are available at physicalviswidget.github.io and osf.io/vjw5e.