This work reviews strategies for the management of municipal solid waste incineration (MSWI) residues, particularly solid particles collected from flue gases. These tiny particles may be retained by different equipment, with or without additives (lime, activated carbon, etc.), and depending on the different possible combinations, their properties may vary. In industrial plants, the most commonly used equipment for heat recovery and the cleaning of gas emissions are: heat recovery devices (boiler, superheater and economiser); dry, semidry or wet scrubbers; electrostatic precipitators; bag filters; fabric filters, and cyclones. In accordance with the stringent regulations in force in developed countries, these residues are considered hazardous, and therefore must be treated before being disposed of in landfills. Nowadays, research is being conducted into specific applications for these residues in order to prevent landfill practices. There are basically two possible ways of handling these residues: landfill after adequate treatment or recycling as a secondary material. The different types of treatment may be grouped into three categories: separation processes, solidification/stabilization, and thermal methods. These residues generally have limited applications, mainly due to the fact that they tend to contain large quantities of soluble salts (NaCl, KCl, calcium compounds), significant amounts of toxic heavy metals (Pb, Zn, Cr, Cu, Ni, Cd) in forms that may easily leach out, and trace quantities of very toxic organic compounds (dioxin, furans). The most promising materials for recycling this residue are ceramics and glass–ceramic materials. The main purpose of the present paper is to review the published literature in this field. A range of studies have been summarized in a series of tables focusing upon management strategies used in various countries, waste composition, treatment processes and possible applications.