Several peer-reviewed papers and reviews have examined the relationship between exposure to air pollution and COVID-19 spread and severity. However, many of the existing reviews on this topic do not extensively present the statistical challenges associated with this field, do not provide comprehensive guidelines for future researchers, and review only the results of a relatively small number of papers. We reviewed 139 papers, 127 of which reported a statistically significant positive association between air pollution and adverse COVID-19 health outcomes. Here, we summarize the evidence, describe the statistical challenges, and make recommendations for future research. To summarize the 139 papers with data from geographical locations around the world, we also present anopen-source data visualization tool that summarizes these studies and allows the research community to contribute evidence as new research papers are published.