High Mass X-ray Binaries (HMXBs) are interesting objects that provide a wide range of observational probes to the nature of the two stellar components, accretion process, stellar wind and orbital parameters of the systems. A large fraction of the transient HMXBs are found to be Be/X-ray binaries in which the companion Be star with its circumstellar disk governs the outburst. These outbursts are understood to be due to the sudden enhanced mass accretion to the neutron star and is likely to be associated with changes in the circumstellar disk of the companion. In the recent years, another class of transient HMXBs have been found which have supergiant companions and show shorter bursts. X-ray, infrared and optical observations of these objects provide vital information regarding these systems. Here we review some key observational properties of the transient HMXBs and also discuss some important recent developments from studies of this class of sources. The X-ray properties of these objects are discussed in some detail whereas the optical and infrared properties are briefly discussed.