Computational histopathology is focused on the automatic analysis of rich phenotypic information contained in gigabyte whole slide images, aiming at providing cancer patients with more accurate diagnosis, prognosis, and treatment recommendations. Nowadays deep learning is the mainstream methodological choice in computational histopathology. Transformer, as the latest technological advance in deep learning, learns feature representations and global dependencies based on self-attention mechanisms, which is increasingly gaining prevalence in this field. This article presents a comprehensive review of state-of-the-art vision transformers that have been explored in histopathological image analysis for classification, segmentation, and survival risk regression applications. We first overview preliminary concepts and components built into vision transformers. Various recent applications including whole slide image classification, histological tissue component segmentation, and survival outcome prediction with tailored transformer architectures are then discussed. We finally discuss key challenges revolving around the use of vision transformers and envisioned future perspectives. We hope that this review could provide an elaborate guideline for readers to explore vision transformers in computational histopathology, such that more advanced techniques assisting in the precise diagnosis and treatment of cancer patients could be developed.