This paper presents a critical review, from a wind farm control perspective, of different methodologies in the open literature that enable wind farms to participate in ancillary service provision. Firstly, it considers the services currently provided in power systems with high levels of wind generation (specifically, Denmark, Ireland, and Great Britain), reviewing current regulatory frameworks and recommendations. Secondly, it reviews the ancillary service markets that wind farms do not currently participate in, considering the barriers to entry and discussing potential solutions using a proper control-enabled framework. Thirdly, it also considers the future perspective for wind farm participation in ancillary service provision, including a review of the body of published academic research on wind farm participation in ancillary service provision. Finally, this review concludes by suggesting where the gaps are in the academic literature, and subsequently suggests future work. Two examples are the disconnect between the mechanical and farm side approaches with power-system-based modelling, and how much wind farm modelling is very-low-fidelity-omittedkey aspects such as wake effects and component fatigue analysis.