Multimodal learning has driven innovation across various industries, particularly in the field of music. By enabling more intuitive interaction experiences and enhancing immersion, it not only lowers the entry barriers to the music but also increases its overall appeal. This survey aims to provide a comprehensive review of multimodal tasks related to music, outlining how music contributes to multimodal learning and offering insights for researchers seeking to expand the boundaries of computational music. Unlike text and images, which are often semantically or visually intuitive, music primarily interacts with humans through auditory perception, making its data representation inherently less intuitive. Therefore, this paper first introduces the representations of music and provides an overview of music datasets. Subsequently, we categorize cross-modal interactions between music and multimodal data into three types: music-driven cross-modal interactions, music-oriented cross-modal interactions, and bidirectional music cross-modal interactions. For each category, we systematically trace the development of relevant sub-tasks, analyze existing limitations, and discuss emerging trends. Furthermore, we provide a comprehensive summary of datasets and evaluation metrics used in multimodal tasks related to music, offering benchmark references for future research. Finally, we discuss the current challenges in cross-modal interactions involving music and propose potential directions for future research.