Thermal soaring saves much energy, but flying large distances in this form represents a great challenge for birds, people and unmanned aerial vehicles (UAVs). The solution is to make use of the so-called thermals, which are localized, warmer regions in the atmosphere moving upward with a speed exceeding the descent rate of birds and planes. Saving energy by exploiting the environment more efficiently is an important possibility for autonomous UAVs as well. Successful control strategies have been developed recently for UAVs in simulations and in real applications. This paper first presents an overview of our knowledge of the soaring flight and strategy of birds, followed by a discussion of control strategies that have been developed for soaring UAVs both in simulations and applications on real platforms. To improve the accuracy of the simulation of thermal exploitation strategies we propose a method to take into account the effect of turbulence. Finally, we propose a new GPS-independent control strategy for exploiting thermal updrafts.