Buildings are submitted to various external and internal solicitations that could affect its energy performance. Among these solicitations, temperature and moisture play a crucial role and could irrevocably affect the comfort of the occupants and the indoor air quality of the living environment. To assess the impact of the solicitation on building performance, a precise modeling of the heat, air, and moisture transfer phenomenon is necessary. This work proposes an extensive review of the hygrothermal models for building envelopes. The different models are divided into nodal and HAM techniques for heat, air, and moisture (HAM) transfer models. The HAM approach has been classified based on four driving potentials: moisture content, relative humidity, capillary pressure, and vapor pressure. Phase change materials (PCMs), alongside hygroscopic materials, enhance building thermal capacity and energy efficiency. There are various approaches to studying phase changes, with enthalpy-based and heat capacity approaches being the most popular. Building performance can be improved by combining PCM thermal inertia with hygroscopic moisture management. This review has exhibited the need for numerical models that address phase change and moisture behavior in these hybrid materials, capable of controlling temperature and humidity.