The digital revolution has expanded the security protection of smart grid operation from the pure physical level protection to cyber physical synergistic protection. Advanced cyber threats can have a serious impact on the physical side of the grid. Efficient, reliable, and real-time synergistic protection methods are the core foundation support for the development of the smart grid. This paper reviews relevant research at home and abroad. In view of the connotative characteristics of the cyber physical power system, both a model and data-driven closed-loop control idea with three scientific issues is proposed, i.e., rapid intrusion detection of unknown attacks, penetration risk assessment of the cyber physical system and synergistic security decision making. Then, current research results and problems are summarized and analyzed, and future research directions are proposed to lay the theoretical and engineering foundation for building an intrinsically safe smart grid. This work is supported by the National Natural Science Foundation of China (No. U1866209)