Wireless sensor networks (WSNs) consist of lightweight devices with low cost, low power, and short-ranged wireless communication. The sensors can communicate with each other to form a network. In WSNs, broadcast transmission is widely used along with the maximum usage of wireless networks and their applications. Hence, it has become crucial to authenticate broadcast messages. Key management is also an active research topic in WSNs. Several key management schemes have been introduced, and their benefits are not recognized in a specific WSN application. Security services are vital for ensuring the integrity, authenticity, and confidentiality of the critical information. Therefore, the authentication mechanisms are required to support these security services and to be resilient to distinct attacks. Various authentication protocols such as key management protocols, lightweight authentication protocols, and broadcast authentication protocols are compared and analyzed for all secure transmission applications. The major goal of this survey is to compare and find out the appropriate protocol for further research. Moreover, the comparisons between various authentication techniques are also illustrated.