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In recent years, geospatial big data (GBD) has obtained attention across various disciplines, categorized into big Earth observation data and big human behavior data. Identifying geospatial patterns from GBD has been a vital research focus in the fields of urban management and environmental sustainability. This article reviews the evolution of GBD mining and its integration with advanced artificial intelligence techniques. GBD consists of data generated by satellites, sensors, mobile devices, and geographical information systems, and we categorize geospatial data based on different perspectives. We outline the process of GBD mining and demonstrate how it can be incorporated into a unified framework. In addition, we explore new technologies, such as large language models, the metaverse, and knowledge graphs, and how they could make GBD even more useful. We also share examples of GBD helping with city management and protecting the environment. Finally, we discuss the real challenges that come up when working with GBD, such as issues with data retrieval and security. Our goal is to give readers a clear view of where GBD mining stands today and where it might go next.