The interaction between light and matter has attracted much attention not only for fundamental research but also for applications. The open Fabry-Perot cavity provides an excellent platform for such a study due to strong optical confinement, spectral and spatial and tunability, and the feasibility of optical fiber integration. In this review, first, the basic properties of open Fabry-Perot cavities and the fabrication techniques are introduced. Then recent progress of weak coupling, strong coupling and bad emitter regimes is discussed. Finally, the challenges to and perspectives in this respect are presented.