Unmanned aerial systems (UAS) have recently gained popularity, and they are envisioned as an integral parts of the current and future wireless and mobile-radio networks. Despite the exhaustive research on air-to-ground channels, there are insufficient studies, experimental campaigns and general channel models related to air-to-space (A2S) and air-to-air (A2A) wireless links. This paper presents a comprehensive review of the available channel models and path-loss prediction for A2S and A2A communications. Specific case studies attempting to extend current models’ parameters and provide important knowledge of the channel behavior in combination with UAV flight characteristics are also provided. A time-series rain-attenuation synthesizer is also presented that describes quite accurately the impact of the troposphere at frequencies above 10 GHz. This specific model can be also applied to both A2S and A2A wireless links. Finally, scientific challenges and gaps that can be used for future research on the upcoming 6G networks are highlighted.