The current work aims to study moving boundary problems, known as Stefan problems, and approximate their solutions. Applications of Stefan problems are found in situations where there is change of physical state, present in several natural and industrial physical and chemical phenomena. Due to their inherent nonlinearity, most of these problems have no known analytic solution and a common technique to approximate solutions is the heat balance integral method, originally studied by Goodman (1958). This method and its variations propose an approximating profile and solve an integral version of the differential equation. The problem is reduced to solving an ordinary differential equation in time involving the depth of heat penetration and the proposed profile. This work studies such classic methods to thermal problems first, in a way that the extension to Stefan problems is natural. Refinements are presented, as well as a technique of subdividing the space domain which results in a numerical scheme. The technique of boundary immobilization is developed and applied at different times in order to simplify the use of these methods.