In this paper we review several planning algorithms developed for zero-sum games with exponential action spaces, i.e., spaces that grow exponentially with the number of game components that can act simultaneously at a given game state. As an example, real-time strategy games have exponential action spaces because the number of actions available grows exponentially with the number of units controlled by the player. We also present a unifying perspective in which several existing algorithms can be described as an instantiation of a variant of NaiveMCTS. In addition to describing several existing planning algorithms for exponential action spaces, we show that other instantiations of this variant of NaiveMCTS represent novel and promising algorithms to be studied in future works.