Steganography is the field of image processing that has been used from ancient times for secure data transmission. In the process of Steganography secret information has been embedded in a signal so that that can be transmitted through a transmission channel under secure manner. In this paper various types of steganography and approaches have been used for data hiding. This paper comprises different approaches for image, video as well as for data hiding in audio signals. By studying these different approaches for data hiding in different types of signals, we observe that video steganography is the best medium for large data transmission and security. Video file contains a number of frames so that data can be easily hidden behind these frames. In this paper, various approaches for audio and video steganography that provide minimum distortion has been discussed.