Direct computer simulations of electromagnetic scattering by discrete random media have become an active area of research. In this progress review, we summarize and analyze our main results obtained by means of numerically exact computer solutions of the macroscopic Maxwell equations. We consider finite scattering volumes with size parameters in the range [20,60], composed of varying numbers of randomly distributed particles with different refractive indices. The main objective of our analysis is to examine whether all backscattering effects predicted by the low-density theory of coherent backscattering (CB) also take place in the case of densely packed media. Based on our extensive numerical data we arrive at the following conclusions: (i) all backscattering effects predicted by the asymptotic theory of CB can also take place in the case of densely packed media; (ii) in the case of very large particle packing density, scattering characteristics of discrete random media can exhibit behavior not predicted by the low-density theories of CB and radiative transfer; (iii) increasing the absorptivity of the constituent particles can either enhance or suppress typical manifestations of CB depending on the particle packing density and the real part of the refractive index. Our numerical data strongly suggest that spectacular backscattering effects identified in laboratory experiments and observed for a class of highalbedo Solar System objects are caused by CB.