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The development of Industry 4.0 has accelerated the adoption of sophisticated technologies, including Digital Twins (DTs), Artificial Intelligence (AI), and cybersecurity, within Additive Manufacturing (AM). By enabling real-time monitoring, process optimization, predictive maintenance, and secure data management, which are redefining conventional manufacturing paradigms. Although their individual importance is increasing, a consistent understanding of how these technologies interact and collectively improve AM procedures is lacking. Focusing on the integration of digital twins (DTs), modular AI, and cybersecurity in AM, this review presents a comprehensive analysis of over 102 research publications sourced from Scopus, Web of Science, Google Scholar, and ResearchGate. The publications are categorized into three thematic groups, followed by an analysis of key findings. Finally, the study identifies research gaps and proposes detailed recommendations along with a framework for future research. The study reveals that traditional AM processes have undergone significant transformations driven by digital threads (DTs) and AI. However, this digitalization introduces vulnerabilities, leaving AM systems prone to cyber-physical attacks. Emerging advancements in AI, Machine Learning (ML), and Blockchain present promising solutions to mitigate these challenges. This paper is among the first to comprehensively summarize and evaluate the advancements in AM, emphasizing the integration of DTs, Modular AI, and cybersecurity strategies.