A matrix is MDS or super-regular if and only if every square submatrices of it are nonsingular. MDS matrices provide perfect diffusion in block ciphers and hash functions. In this paper we provide a brief survey on cryptographically significant MDS matrices - a first to the best of our knowledge. In addition to providing a summary of existing results, we make several contributions. We exhibit some deep and nontrivial interconnections between different constructions of MDS matrices. For example, we prove that all known Vandermonde constructions are basically equivalent to Cauchy constructions. We prove some folklore results which are used in MDS matrix literature. Wherever possible, we provide some simpler alternative proofs. We do not discuss efficiency issues or hardware implementations; however, the theory accumulated and discussed here should provide an easy guide towards efficient implementations. © 2019 AIMS.