Non-volatile storage memory is widely considered to be one of the most promising candidates to replace dynamic random access memory and even static random access memory. It has recently received particular attention because of its great potential for brain-like neuromorphic applications. Phase-change materials, also known as Chalcogenide alloys, exhibit several especially advantageous traits for non-volatile applications. These include scalability, fast switching speeds, low switching energy and outstanding thermal stability. As a result, most research to date has sought to identify electrical applications for phase-change materials in relation to phase-change random access memory, phase-change memristors and phase-change neuro networks, while overlooking their potential for non-volatile photonic applications. To address this issue, we provide a comprehensive review that examines the remarkable physical properties of phase-change materials for photonic applications, together with emerging phase-change photonic devices. The review begins by presenting the atomic structure and physical properties of phase-change materials, followed by an elaboration of the issues that phase-change materials are currently facing and the strategies being developed to overcome them. The current state-of-the-art and technical challenges confronting phasechange materials in relation to non-volatile photonic applications, such as phase-change photonic memory, phase-change photonic neuro-networks, phase-change metasurfaces and phase-change color displays are then considered. The review concludes by discussing the outlook for successfully implementing phasechange materials in emerging photonic domains.