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Future space missions are directed to robotic precursor missions to nearby celestial objects. Various science experiments are meant to be performed by autonomous robotic vehicles including detection of widely speculated polar-ice in lunar craters and detect signs of past life on Mars. The locomotion subsystem plays a key role in moving a robot on a surface with high performance capabilities, irrespective of the nature of the terrain. Locomotion on extraterrestrial surfaces can be achieved by a wheeled rover, tracked rover, legged walker or a hybrid vehicle. The first three modes can be classified based on the number of wheels, tracks, or legs the robot possesses. Hybrids can be either a wheeled-leg or a legged-track combination. A survey of different locomotion concepts available for lunar, planetary, and other space exploration missions has been performed and discussed. Choosing the right locomotion mode is a difficult task for a particular mission with each having its own pros and cons. Therefore, a comparative assessment of the various modes which could be used as a quick reference tool is also provided.