Thermal energy storage with phase change materials (PCMs) offers a high thermal storage density with a moderate temperature variation, and has attracted growing attention due to its important role in achieving energy conservation in buildings with thermal comfort. Various methods have been investigated by previous researchers to incorporate PCMs into the building structures, and it has been found that with the help of PCMs the indoor temperature fluctuations can be reduced significantly whilst maintaining desirable thermal comfort. This paper summarises previous works on latent thermal energy storage in building applications, covering PCMs, the impregnation methods, current building applications and their thermal performance analyses, as well as numerical simulation of buildings with PCMs. Over 100 references are included in this paper.