Cold atoms with laser-induced spin-orbit (SO) interactions provide promising platforms to explore novel quantum physics, in particular the exotic topological phases, beyond natural conditions of solids. The past several years have witnessed important progresses in both theory and experiment in the study of SO coupling and novel quantum states for ultracold atoms. Here we review the physics of the SO coupled quantum gases, focusing on the latest theoretical and experimental progresses of realizing SO couplings beyond one-dimension (1D), and the further investigation of novel topological quantum phases in such systems, including the topological insulating phases and topological superfluids. A pedagogical introduction to the SO coupling for ultracold atoms and topological quantum phases is presented. We show that the so-called optical Raman lattice schemes, which combine the creation of the conventional optical lattice and Raman lattice with topological stability, can provide minimal methods with high experimental feasibility to realize 1D to 3D SO couplings. The optical Raman lattices exhibit novel intrinsic symmetries, which enable the natural realization of topological phases belonging to different symmetry classes, with the topology being detectable through minimal measurement strategies. We introduce how the non-Abelian Majorana modes emerge in the SO coupled superfluid phases which can be topologically nontrivial or trivial, for which a few fundamental theorems are presented and discussed. The experimental schemes for achieving non-Abelian superfluid phases are given. Finally, we point out the future important issues in this rapidly growing research field.
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