Abstract: The thermosphere is the atmospheric layer extending from about 90 km to nearly 1000 kilometers, which is an important interreaction area between the Sun and the Earth. Under the effects of solar radiation flux changes, geomagnetic activities, and low atmospheric forcings, the thermosphere could undergo significant changes. On the other hand, the thermospheric molecule flow collides with space objects, leading to the drag effect, which impacts significantly on the trajectories of space objects. In this paper, we first survey multiple density retrieval methods. The space object tracking data has the advantage of a large amount of data and has long been used for density retrieval since the 1960s. However, the density from this method suffers from low accuracy and time resolution. With the development of the Global Navigation Satellite System (GNSS), satellite Precise Orbit Determination (POD) data was utilized to derive thermospheric density with higher accuracy and time resolution. The accelerometers of some geodesic satellites offer the highest accuracy of measurements. Subsequently, three widely-used empirical thermospheric models (Mass Spectrometer Incoherent Scatter MSIS, Jacchia, and Drag Temperature Model DTM) were summarized. The methodologies and data sources were further compared. Based on the derived neutral densities and thermospheric models, several new approaches in improving the previous atmospheric models were overviewed. Since the exospheric temperature is the crucial parameter for empirical models, one of the effective ways to improve models is to modify the exospheric temperature using accelerometer-based densities. The polynomial fitting as well as the Principal Component Analysis (PCA) techniques, were utilized to reconstruct the global density. Other methods such as assimilation and particle filter were also applied to improve atmospheric models. Finally, based on the derived neutral densities, the thermospheric responses to solar and astronomical events such as geomagnetic storms, solar flares, and solar eclipses were further reviewed.