Construction of high-temperature superconducting magnets typically involves impregnation of a coil in a liquid medium, such as epoxy, which is then solidified. This impregnation provides mechanical integrity to the magnet and facilitates heat transfer. The choice of material used for impregnation requires careful consideration of the material properties and the performance requirements in order to ensure optimal magnet operation. This paper offers a comprehensive educational resource on this topic, reviewing the literature available on materials for magnet impregnation. A detailed explanation of considerations for selecting an impregnation material are presented, along with a review of several types of materials and their characteristics as reported in the literature. The materials are compared, and their suitability to different applications is discussed. Topics for future research are suggested.