Recent years have seen a significant increase in interest and advancements in magnetorheological (MR) fluid, a smart material that can rapidly change its rheological characteristic under magnetic field influence. Through its employment in various MR fluid base devices, its capability has led to its rapid development in a range of engineering applications through its implementation in different MR fluid base devices, particularly in MR dampers. The MR damper is a semi active device that efficiently reduces vibration in both passive and active modes due to magnetic influences. The most common design of MR dampers are monotube and twin tube MR damper where each have their own specialty. Modelling MR damper require deep and clear understanding about the behaviour of MR damper under various condition. Parametric and nonparametric approach can be utilised in modelling the MR damper. However, parametric models may struggle to capture complex behaviours of MR damper rather than nonparametric approach where it is more adaptable and flexible in modelling nonlinearities. Through a comprehensive analysis of MR damper modelling methodologies, this review aims to discuss about the nonparametric approach which are NARX, LSTM and polynomial method for MR damper modelling.