Large Eddy Simulation (LES) has rapidly developed into a powerful computational methodology for fluid dynamic studies, between Reynolds-Averaged Navier–Stokes (RANS) and Direct Numerical Simulation (DNS) in both accuracy and cost. High-speed combustion applications, such as ramjets, scramjets, dual-mode ramjets, and rotating detonation engines, are promising propulsion systems, but also challenging to analyze and develop. In this paper, the building blocks needed to perform LES of high-speed combustion are reviewed. Modelling of the unresolved, subgrid terms in the filtered LES equations is highlighted. The main families of combustion models are presented, focusing on finite-rate chemistry models. The density-based finite volume method and the reaction mechanisms commonly employed in LES of high-speed H2-air combustion are briefly reviewed. Three high-speed combustor applications are presented: an experiment of supersonic flame stabilization behind a bluff body, a direct connect facility experiment as a transition case from ramjet to scramjet operation mode, and the STRATOFLY MR3 Small-Scale Flight Experiment. Several combinations of turbulence and combustion models are compared. Comparisons with experiments are also provided when available. Overall, the results show good agreement with experimental data (e.g., shock train, mixing, wall heat flux, transition from ramjet to scramjet operation mode).