The interest in using phase change slurry (PCS) media as thermal storage and heat transfer fluids is increasing and thus leading to an enhancement in the number of articles on the subject. In air-conditioning and refrigeration applications, PCS systems represent a pure benefit resulting in the increase of thermal energy storage capacity, high heat transfer characteristics and positive phase change temperatures which can occur under low pressures. Hence, they allow the increase of energy efficiency and reduce the quantity of thermal fluids. This review describes the formation, thermo-physical, rheological, heat transfer properties and applications of four PCS systems: Clathrate hydrate slurry (CHS), Microencapsulated Phase Change Materials Slurry (MPCMS), shape-stabilized PCM slurries (SPCMSs) and Phase Change Material Emulsions (PCMEs). It regroups a bibliographic summary of important information that can be very helpful when such systems are used. It also gives interesting and valuable insights on the choice of the most suitable PCS media for laboratory and industrial applications.