Recently, there has been a lot of interest in the fields of Steganography and Steganalysis. Steganography involves hiding information in a cover (carrier) media to obtain the stego media, in such a way that the cover media is perceived not to have any embedded message for its unintended recipients. Steganalysis is the mechanism of detecting the presence of hidden information in the stego media and it can lead to the prevention of disastrous security incidents. In this paper, we provide a critical review of the steganalysisalgorithms available to analyze the characteristics of an image, audio or video stego media vis-à-vis the corresponding cover media (without the hidden information) and understand the process of embedding the information and its detection. It is noteworthy that each of these cover media has different special attributes that are altered by a steganography algorithm in such a way that the changes are not perceivable for the unintended recipients; but, the changes are identifiable using appropriate steganlysis algorithms. We anticipate that this paper can also give a clear picture of the current trends in steganography so that we can develop and improvise appropriate steganlysis algorithms.