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The concept of geo-localization refers to the process of determining where on earth some `entity' is located, typically using Global Positioning System (GPS) coordinates. The entity of interest may be an image, sequence of images, a video, satellite image, or even objects visible within the image. As massive datasets of GPS tagged media have rapidly become available due to smartphones and the internet, and deep learning has risen to enhance the performance capabilities of machine learning models, the fields of visual and object geo-localization have emerged due to its significant impact on a wide range of applications such as augmented reality, robotics, self-driving vehicles, road maintenance, and 3D reconstruction. This paper provides a comprehensive survey of geo-localization involving images, which involves either determining from where an image has been captured (Image geo-localization) or geo-locating objects within an image (Object geo-localization). We will provide an in-depth study, including a summary of popular algorithms, a description of proposed datasets, and an analysis of performance results to illustrate the current state of each field.