It is becoming evident that conventional thermal management methods like conventional thermal insulation and conventional thermal storage cannot meet the thermal control requirements of advanced, especially small systems with higher power densities or potentially transient, fluctuating, or migrating hot or cold spots, and for temperature-sensitive devices. This challenge is most evident in electronic components that experience degradation and loss of efficiency without constant and effective heat dissipation. To overcome these limitations, thermal control devices have emerged in various areas of thermal management. These small-scale devices provide non-linear, switchable, and active control of heat, similar to the way their electrical counterparts regulate electric current. Among others, notable thermal control devices include thermal conduits (which act as solid-state heat routers), thermal resistors (which provide thermal insulation), thermal switches (which actively control heat transfer through on-off states), and thermal diodes (which rectify heat currents). In this paper, we provide state of the art on the research activities and applications of thermal control devices.