Metacognition and self-regulation are popular areas of interest in programming education, and they have been extensively researched outside of computing. While computing education researchers should draw upon this prior work, programming education is unique enough that we should explore the extent to which prior work applies to our context. The goal of this systematic review is to support research on metacognition and self-regulation in programming education by synthesizing relevant theories, measurements, and prior work on these topics. By reviewing papers that mention metacognition or self-regulation in the context of programming, we aim to provide a benchmark of our current progress towards understanding these topics and recommendations for future research. In our results, we discuss eight common theories that are widely used outside of computing education research, half of which are commonly used in computing education research. We also highlight 11 theories on related constructs (e.g., self-efficacy) that have been used successfully to understand programming education. Towards measuring metacognition and self-regulation in learners, we discuss seven instruments and protocols that have been used and highlight their strengths and weaknesses. To benchmark the current state of research, we examined papers that primarily studied metacognition and self-regulation in programming education and synthesize the reported interventions used and results from that research. While the primary intended contribution of this paper is to support research, readers will also learn about developing and supporting metacognition and self-regulation of students in programming courses.