The rapid integration of renewable energy and the expansion of multi-area asynchronous interconnected power systems have raised critical concerns over frequency stability due to declining inertia. High Voltage Direct Current (HVDC) technology, with its fast and flexible power regulation capability, has become essential for cross-regional energy exchange and frequency support. This article synthesizes recent progress in the analysis and control of frequency stability in asynchronous interconnected systems. First, the fundamental concepts of interconnected regions and frequency stability are introduced, with emphasis on the distinctions between AC synchronous and DC asynchronous grids and the role of HVDC in frequency regulation. Second, the frequency characteristics of interconnected regions under HVDC coupling are analyzed, focusing on disturbance propagation and dynamic frequency responses. Control strategies are reviewed along a logical sequence of modeling foundations, coordination under normal conditions, and emergency support mechanisms. Finally, the intrinsic coupling between frequency control and long-term optimization is elucidated, highlighting frequency-constrained operation models as the essential scheduling foundation that ensures the efficacy of transient frequency support. The paper concludes by identifying open research challenges and outlining future directions for unified frameworks that ensure robust frequency stability in low inertia asynchronous networks.