Cyber-physical systems are one of the key technological trends in the modern world. However, their use is associated with the need to counter a variety of cyber threats. This review is devoted to information hiding methods and algorithms designed to ensure security in cyber physical systems. This application of embedding methods is fairly new, but it has attracted the attention of many researchers. The main contribution of our review consists in a new classification of methods for embedding information into data transmitted in cyber-physical systems. We show that these methods can be divided into four broad groups. The main feature for this division is the type of data used to embed additional information. Our review shows that the methods of data hiding used in cyber-physical systems have already formed a whole area that markedly differs from classical digital steganography and digital watermarking.