This review article provides a comprehensive analysis of the challenges and advancements in energy sharing and trading within multi-microgrids (MMGs). It highlights the difficulties faced by single microgrids (MGs) in self-consumption of local renewable energy and power exchange with the grid, and how combining multiple MGs into an MMG can enhance operational and financial performance. The review examines state-of-the-art methodologies for optimizing multi-energy dispatch and explores contemporary strategies in energy markets that contribute to the resilience of power systems. It also discusses the role of blockchain technology in revolutionizing decentralized market frameworks and the complexities of MMG coordination for reliable and cost-effective energy distribution. The article aims to inspire both new entrants and experts to develop new concepts for energy markets, scheduling, and operating models for future resilient multi-energy networked systems (MMGs). Key contributions include an analysis of market participation, energy trading, optimal dispatch strategies, and resilience in MMGs, with a focus on centralized and decentralized approaches, blockchain-based decentralized energy markets, and game theory-based decentralized approaches. The review also covers the challenges and solutions in MMG dispatch, emphasizing the importance of privacy, security, and equitable revenue distribution.This review article provides a comprehensive analysis of the challenges and advancements in energy sharing and trading within multi-microgrids (MMGs). It highlights the difficulties faced by single microgrids (MGs) in self-consumption of local renewable energy and power exchange with the grid, and how combining multiple MGs into an MMG can enhance operational and financial performance. The review examines state-of-the-art methodologies for optimizing multi-energy dispatch and explores contemporary strategies in energy markets that contribute to the resilience of power systems. It also discusses the role of blockchain technology in revolutionizing decentralized market frameworks and the complexities of MMG coordination for reliable and cost-effective energy distribution. The article aims to inspire both new entrants and experts to develop new concepts for energy markets, scheduling, and operating models for future resilient multi-energy networked systems (MMGs). Key contributions include an analysis of market participation, energy trading, optimal dispatch strategies, and resilience in MMGs, with a focus on centralized and decentralized approaches, blockchain-based decentralized energy markets, and game theory-based decentralized approaches. The review also covers the challenges and solutions in MMG dispatch, emphasizing the importance of privacy, security, and equitable revenue distribution.