Two-dimensional materials, such as graphene, boron nitride and transition metal dichalcogenides, have attracted increased interest due to their potential applications in electronics and optoelectronics. Thermal transport in two-dimensional materials could be quite different from three-dimensional bulk materials. This article reviews the progress on experimental measurements and theoretical modeling of phonon transport and thermal conductivity in two-dimensional materials. We focus our review on a few typical two-dimensional materials, including graphene, boron nitride, silicene, transition metal dichalcogenides, and black phosphorus. The effects of different physical factors, such as sample size, strain and defects, on thermal transport in Two-dimensional materials are summarized. We also discuss the environmental effect on the thermal transport of two-dimensional materials, such as substrate and when two-dimensional materials are presented in heterostructures and intercalated with inorganic components or organic molecules. ; Comment: 64 pages, 18 figures. Submitted to Annual Review of Heat Transfer