This paper review and analyse critically all the generative models, namely Gaussian Mixture Models (GMM), Hidden Markov Models (HMM), Latent Dirichlet Allocation (LDA), Restricted Boltzmann Machines (RBM), Deep Belief Networks (DBN), Deep Boltz Mann Machines (DBM), and GANs, to provide the reader some insights on which generative model to pick from while dealing with a problem.