Cyber Physical Systems (CPS) bridge the cyber-world of computing and communications with the physical world and require development of secure and reliable software. It asserts a big challenge not only on testing and verifying the correctness of all physical and cyber components of such big systems, but also on integration of these components. This paper develops a categorization of multiple levels of testing required to test CPS and makes a comparison of these levels with the levels of software testing based on the V-model. It presents a detailed state-of-the-art survey on the testing approaches performed on the CPS. Further, it provides challenges in CPS testing.