While operating, information processing devices or communication systems may emit unwanted signals (or alter existing ones) through electromagnetic waves, light, sound or power drain. These side-channels can be intercepted by anyone with scientific or technical knowledge and appropriate equipment, leading to a potentially high risk of security breaches. This survey focuses on these emanation side-channels and provides an extensive literature review. To provide an in-depth analysis despite the variety of attacks, we propose to classify the side-channels based on their intentionality, the type of attackers and the physical medium. Illustrative use-cases are presented and serve as a basis to infer individual threats. Particular attention is paid to electromagnetic side-channels which exhibit the highest criticality and have therefore been used in the most recent attacks. The main characteristics of the side-channels revealed by state-of-the-art papers are summarized, and recommendations on countermeasures are provided to protect any sensitive equipment.