We review the methods used to test for the existence of cosmological birefringence, i.e. a rotation of the plane of linear polarization for electromagnetic radiation traveling over cosmological distances, which might arise in a number of important contexts involving the violation of fundamental physical principles. The main methods use: (1) the radio polarization of radio galaxies and quasars, (2) the ultraviolet polarization of radio galaxies, and (3) the cosmic microwave background polarization. We discuss the main results obtained so far, the advantages and disadvantages of each method, and future prospects.