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Data is the cornerstone of using AI models, because their performance directly depends on the diversity, quantity, and quality of the data used for training. Using AI presents unique potential, particularly in medical applications that involve rich data such as ophthalmology, encompassing a variety of imaging methods, medical records, and eye-tracking data. However, sharing medical data comes with challenges because of regulatory issues and privacy concerns. This review explores traditional and nontraditional data sharing methods in medicine, focusing on previous works in ophthalmology. Traditional methods involve direct data transfer, whereas newer approaches prioritize security and privacy by sharing derived datasets, creating secure research environments, or using model-to-data strategies. We examine each method's mechanisms, variations, recent applications in ophthalmology, and their respective advantages and disadvantages. By empowering medical researchers with insights into data sharing methods and considerations, this review aims to assist informed decision-making while upholding ethical standards and patient privacy in medical AI development.