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Safety-critical applications in cooperative vehicular networks require authentication of nodes and messages. Yet, privacy of individual vehicles and drivers must be maintained. Pseudonymity can satisfy both security and privacy requirements. Thus, a large body of work emerged in recent years, proposing pseudonym solutions tailored to vehicular networks. In this survey, we detail the challenges and requirements for such pseudonym mechanisms, propose an abstract pseudonym lifecycle, and give an extensive overview and categorization of the state of the art in this research area. Specifically, this survey covers pseudonym schemes based on public key and identity-based cryptography, group signatures and symmetric authentication. We compare the different approaches, give an overview of the current state of standardization, and identify open research challenges.