Frontal alpha asymmetry refers to the difference between the right and left alpha activity over the frontal brain region. Increased activity in the left hemisphere has been linked to approach motivation and increased activity in the right hemisphere has been linked to avoidance or withdrawal. However, research on alpha asymmetry is diverse and has shown mixed results, which may partly be explained by the potency of the used stimuli to emotionally and motivationally engage participants. This review gives an overview of the types of affective stimuli utilized with the aim to identify which stimuli elicit a strong approach-avoidance effect in an affective context. We hope this contributes to better understanding of what is reflected by alpha asymmetry, and in what circumstances it may be an informative marker of emotional state. We systematically searched the literature for studies exploring event-related frontal alpha asymmetry in affective contexts. The search resulted in 61 papers, which were categorized in five stimulus categories that were expected to differ in their potency to engage participants: images & sounds, videos, real cues, games and other tasks. Studies were viewed with respect to the potency of the stimuli to evoke significant approach-avoidance effects on their own and in interaction with participant characteristics or condition. As expected, passively perceived stimuli that are multimodal or realistic, seem more potent to elicit alpha asymmetry than unimodal stimuli. Games, and other stimuli with a strong task-based component were expected to be relatively engaging but approach-avoidance effects did not seem to be much clearer than the studies using perception of videos and real cues. While multiple factors besides stimulus characteristics determine alpha asymmetry, and we did not identify a type of affective stimulus that induces alpha asymmetry highly consistently, our results indicate that strongly engaging, salient and/or personally relevant stimuli are important to induce an approach-avoidance effect.