Advanced technologies in location acquisition allow us to track the movement of moving objects (people, planes, vehicles, animals, ships, ...) in geographical space. These technologies generate a vast amount of trajectory data (TD). Several applications in different fields can utilize such TD, for example, traffic management control, social behavior analysis, wildlife migrations and movements, ship trajectories, shoppers behavior in a mall, facial nerve trajectory, location-based services and many others. Trajectory data can be mainly handled either with Moving Object Databases (MOD) or Trajectory Data Warehouse (TDW). In this paper, we aim to review existing studies on storing, managing, and analyzing TD using data warehouse technologies. We propose a framework that aims to provide the requirements for building the TDW. Furthermore, we discuss different applications using the TDW and how these applications utilize the TDW. We address some issues with existing TDWs and discuss future work in this field.