Biodiesel fuels consist of a mixture of different fatty acid esters. The thermophysical properties of the fatty acid esters are decisive for combustion and storage. Especially density and viscosity influence, e.g., energy density, spray quality and lubrication in a diesel engine. For some of the fatty acid esters, several studies on thermophysical properties can be found in the literature in a wide pressure and a reasonably wide temperature range. However, for several of the esters, data at high pressures as well as low and high temperatures are missing; for some of them, even data at atmospheric pressure are missing. To develop thermophysical property models, comprehensive sets of experimental density and viscosity data are required. Therefore, this work reviews the available experimental data on density and viscosity of fatty acid methyl, fatty acid ethyl and fatty acid butyl esters. Data gaps present in the literature are illuminated. 16 different esters are considered for each of the three ester families. The homologous series of saturated esters from hexanoate (C6:0) to octadecenoate (C18:0) as well as the unsaturated esters oleate (C18:1), linoleate (C18:2), and linolenate (C18:3) are included. In addition, an overview of generalised models for the description of density and viscosity at elevated pressure is given.