The emergence of vehicle-to-everything (V2X) technology offers new insights into intersection management. This, however, has also presented new challenges, such as the need to understand and model the interactions of traffic participants, including their competition and cooperation behaviors. Game theory has been widely adopted to study rationally selfish or cooperative behaviors during interactions and has been applied to advanced intersection management. In this paper, we review the application of game theory to intersection management and sort out relevant studies under various levels of intelligence and connectivity. First, the problem of urban intersection management and its challenges are briefly introduced. The basic elements of game theory specifically for intersection applications are then summarized. Next, we present the game-theoretic models and solutions that have been applied to intersection management. Finally, the limitations and potential opportunities for subsequent studies within the game-theoretic application to intersection management are discussed.