Latent heat thermal energy storage systems incorporate phase change materials (PCMs) as storage materials. The high energy density of PCMs, their ability to store at nearly constant temperature, and the diversity of available materials make latent heat storage systems particularly competitive technologies for reducing energy consumption in buildings. This work reviews recent experimental and numerical studies on the integration of PCMs in building envelopes for passive energy storage. The results of the different studies show that the use of PCMs can reduce the peak temperature and smooth the thermal load. The integration of PCMs can be done on the entire building envelope (walls, roofs, windows). Despite many advances, some aspects remain to be studied, notably the long-term stability of buildings incorporating PCMs, the issues of moisture and mass transfer, and the consideration of the actual use of the building. Based on this review, we have identified possible contributions to improve the efficiency of passive systems incorporating PCMs. Thus, fatty acids and their eutectic mixtures, combined with natural insulators, such as vegetable fibers, were chosen to make shape-stabilized PCMs composites. These composites can be integrated in buildings as a passive thermal energy storage material.