Watermarking is a technique that embeds digital information, “watermark”, in a carrier signal to identify ownership of the signal or verify the authenticity or integrity of the carrier signal. It has been widely employed in the fields of image and signal processing. In this chapter, we survey some recent physical watermark design approaches for Cyber-Physical Systems (CPS). We focus on how to design physical watermarking to actively detect cyber-attacks, especially replay attacks, thereby securing the CPS. First, the system and the attack model are introduced. A basic physical watermarking scheme, which leverages a random noise as a watermark to detect the attack, is discussed. The optimal watermark signal is designed to achieve a trade-off between control performance and intrusion detection. Based on this scheme, several extensions are also presented, such as watermarks generated by a hidden Markov model and online data-based watermark generation. These schemes all use an additive watermarking signal. A multiplicative watermark scheme is also presented. The chapter is concluded with a discussion on some open problems on watermark design.