There are a number of ways to achieve this. First there is radio - aka wireless - which are what most people associate with this. Next there is Infra Red which every couch potato relies on! You can also refer to long 1 and 2 wire protocols as being remote control.

My robotics book, Learn Robotics Programming, 2nd Edition shows how a Smartphone with wifi can be used to control a Raspberry Pi robot based on Python.

Currently standards like Bluetooth and Wi Fi are changing the face of remote control devices, and the concept of sending full streaming digital video media over the air is not so much an issue - which allows for some robots to employ a method of removed control - where a much more advanced and intelligent computer is used to direct via RC, a much smaller robot.