The Particle-In-Cell (PIC) method has been developed by Oscar Buneman, Charles Birdsall, Roger W. Hockney, and John Dawson in the 1950s and, with the advances of computing power, has been further developed for several fields such as astrophysical, magnetospheric as well as solar plasmas and recently also for atmospheric and laser-plasma physics. Currently more than 15 semi-public PIC codes are available which we discuss in this review. Its applications have grown extensively with increasing computing power available on high performance computing facilities around the world. These systems allow the study of various topics of astrophysical plasmas, such as magnetic reconnection, pulsars and black hole magnetosphere, non-relativistic and relativistic shocks, relativistic jets, and laser-plasma physics. We review a plethora of astrophysical phenomena such as relativistic jets, instabilities, magnetic reconnection, pulsars, as well as PIC simulations of laser-plasma physics (until 2021) emphasizing the physics involved in the simulations. Finally, we give an outlook of the future simulations of jets associated to neutron stars, black holes and their merging and discuss the future of PIC simulations in the light of petascale and exascale computing.