Scientific experiments are increasingly selected, executed and interpreted by learned systems that act through physical interfaces. Robot learning builds physical competence, whereas AI for science chooses which experiment to run, each reporting different endpoints. This review treats their interface as one problem, embodied AI for science, where the experiment itself is partially observed: specimen state, apparatus state and measurement processes are latent, actions are costly and irreversible, and missingness depends on execution and outcome. We organize the literature by three closures operating at distinct levels: operational closure (the experiment realized is the one intended), epistemic closure (the result updates beliefs or selects subsequent experiments) and evidential closure (the record supports a claim). We analyze workflows through a record-linked evidence cycle - Record, Diagnose, Calibrate, Confirm - as analytic functions with feedback. A taxonomy crosses these closures with six delegated decisions and five embodiment classes. Our formulation separates commanded, realized and observed conditions and models diagnosis with explicit resource, risk and sample-change costs. We compare experiment-selection methods by terminal decision, review perception, protocol compilation, visuomotor policies, world models, recovery and transfer by evidence emission requirements, and compare chemistry, materials, biology, microscopy and field workflows by what their records establish. An appendix provides an evidence map of 28 workflows (26 physical, two software-boundary), characterizing validation pathways and claim confirmation requirements. We propose evaluation that separates actions, valid experiments, campaigns and confirmed claims, framing open challenges as controlled comparisons with measurable failure conditions.

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