Introducing magnetism into topological insulators breaks time-reversal symmetry, and the magnetic exchange interaction can open a gap in the otherwise gapless topological surface states. This allows various novel topological quantum states to be generated, including the quantum anomalous Hall effect (QAHE) and axion insulator states. Magnetic doping and magnetic proximity are viewed as being useful means of exploring the interaction between topology and magnetism. However, the inhomogeneity of magnetic doping leads to complicated magnetic ordering and small exchange gaps, and consequently the observed QAHE appears only at ultralow temperatures. Therefore, intrinsic magnetic topological insulators are highly desired for increasing the QAHE working temperature and for investigating topological quantum phenomena further. The realization and characterization of such systems are essential for both fundamental physics and potential technical revolutions. This review summarizes recent research progress in intrinsic magnetic topological insulators, focusing mainly on the antiferromagnetic topological insulator MnBi2Te4 and its family of materials.