Broadband, quantum-engineered, quantum cascade lasers (QCLs) are the most powerful chip-scale sources of optical frequency combs (FCs) across the mid-infrared and the terahertz (THz) frequency range. The inherently short intersubband upper state lifetime spontaneously allows mode proliferation, with large quantum efficiencies, as a result of the intracavity four-wave mixing. QCLs can be easily integrated with external elements or engineered for intracavity embedding of nonlinear optical components and can inherently operate as quantum detectors, providing an intriguing technological platform for on-chip quantum investigations at the nanoscale. The research field of THz FCs is extremely vibrant and promises major impacts in several application domains crossing dual-comb spectroscopy, hyperspectral imaging, time-domain nanoimaging, quantum science and technology, metrology and nonlinear optics in a miniaturized and compact architecture. Here, we discuss the fundamental physical properties and the technological performances of THz QCL FCs, highlighting the future perspectives of this frontier research field.