A complete study of collapse caldera formation should ideally involve multiple aspects such as regional tectonics, system geometry, magma and host rock properties, fluid-structure interaction, pre-existing structural discontinuities, and deformation history. Due to the complexity of such a comprehensive analysis, studies so far have centred on relevant but atomised topics. From a methodological point of view, and in addition to essential field and petrological studies, collapse calderas have also been investigated through analogue and theoretical models and geophysical imaging. Each approach presents advantages and disadvantages. We review the most significant contributions, summarise the relevant outcomes, and highlight the strong points and weaknesses of each approach. Analogue models enable a qualitative study of the structural evolution of a collapse process and allow us to infer which geometric factors play a relevant role. Differences among employed models lie in the applied experimental devices, the host rock analogue material (dry quartz sand, flour, etc.), and the magma chamber analogue (water or air-filled balloons, silicone reservoirs, etc.). However, the results obtained from different experimental setups are not substantially different if basic input parameters are kept similar in the experiments. Discrepancies in results mainly stem from restrictions of experimental designs. Theoretical (mathematical) models have grown in importance during the past decades, in combination with the development of computational resources. Nowadays, these models constitute a significant source of information on caldera-forming processes and can predict semi-quantitatively general conditions for fault formation and propagation. Theoretical studies can be classified in two groups according to their objectives. One group focuses on the evolution of pressure within the magmatic reservoir during a caldera-forming eruption. The second looks more into the structural conditions for caldera collapse and hence relate to analogue models. Both analogue and theoretical models are employed to gain a fundamental understanding of caldera processes and their resulting structures. Additionally, geophysical imaging helps to construct a regional image of the subsurface at active calderas, thus imposing constraints on the structural investigations based on analogue and mathematical modelling. A revision of each of these three complementary approaches to the study of collapse calderas is given in this paper, together with a combined analysis of their main findings and restrictions.