Nowadays, almost 30% of total energy consumption (130 EJ) is consumed for the operation of buildings, mainly by space heating/cooling and ventilation systems, hot water preparation systems, lighting, and other domestic appliances. To improve the energy efficiency of buildings, several countries are promoting the use of renewable energy. The most promising systems include active and passive solar installations. In passive systems, the solar energy is collected, stored, reflected, or distributed by the roof ponds, natural convective loops, and the most popular direct gain walls and thermal storage walls (known as Trombe walls). This paper reviews the experimental and numerical studies devoted to the different solutions of Trombe walls, including solar chimneys integrated on the vertical walls, classic Trombe walls, Trombe walls with incorporated phase change materials, and photovoltaic Trombe walls. The actual state of the art is presented in the context of reducing energy consumption and enhancing thermal comfort. Most of the analyzed studies showed that the application of thermal storage walls allowed achieving these goals, led to lower emissions of greenhouse gases, and improved living standards. Nevertheless, there is a need for more detailed feasibility studies, including cost and environmental indicators.