This paper analyzes the state of the art in R & D on integration of phase change materials into building structures for their passive thermal control. Such perspective phase change materials as paraffins, fatty acids and their blends, as well as fatty acid esters, are considered for passive thermal control of buildings. Gypsum wallboards, concretes, porous and other materials used for building structures forming are discussed. Various technologies of the PCM integration into building structures are described. The characteristics of three laboratory small models of buildings, which were subject of investigations, are presented in this paper. The results of comparative tests on fifteen full size buildings containing elements with PCMs are summarized. Experiments conducted by a number of researchers on passive solar buildings demonstrated that the application of phase change heat storage materials decreases the variation in the air temperature in the rooms; shifts the peak of energy consumption for heating and cooling of lightweight buildings by several hours and decreases energy consumption for maintaining the comfort temperature levels in buildings. Recommendations for further research activities in this field are proposed at the end of this review article.