Concentrator photovoltaic (CPV) technology offers an alternative to conventional photovoltaic systems, focusing on the concentration of solar radiation through the optics of the system onto smaller and more efficient solar cells. CPV technology captures direct radiation and requires precise module orientation. Traditional CPV systems use robust and heavy solar trackers to achieve the necessary alignment, but these trackers add to the installation and operating costs. To address this challenge, tracking-integrated CPV systems have been developed, eliminating the need for conventional trackers. These systems incorporate tracking mechanisms into the CPV module itself. This review presents a detailed classification of existing designs in the literature and provides an overview of this type of system with different approaches to integrated tracking including tracking concentrator elements, using external trackers, or employing internal trackers (the most researched). These approaches enable the automatic adjustment of the CPV system components to follow the movement of the Sun. The various tracking-integrated systems have different designs and performance characteristics. Significant progress has been made in developing tracking-integrated CPV systems with the aim to make CPV technology more competitive and expand its applications in markets where traditional CPV has been excluded.