Polymeric Electrolyte Membrane Fuel Cell (PEMFC) modeling considering thermal and electrical behavior in a coupled manner is a key aspect when evaluating new designs, materials, physical phenomena or control strategies. Depending on the behavior to be emulated, it is important to choose the modeling technique that best suits the needs required. In this sense, this paper describes the most commonly used PEMFC modeling techniques in the context of analytical-mechanistic approach, semi-empirical approach based on theoretical formulation and empirical correlations, as well as empirical approach based on experimentation with a real system. In addition, an in-depth analysis of PEMFC models at the cell and stack level that emulate the thermal and electrical behavior of these systems in a coupled manner is carried out. A chronological classification of the most relevant models has been made based on the modeling technique used, purpose of the model, state and dimension of the model, and the real system, other developed models or experimental results that have been used to validate the proposed new model. Additionally, guidelines to improve the energy efficiency of PEMFC systems through the development of new models are given. The authors thank the support from the Spanish Ministry of Economy, Industry and Competitiveness (project ENE2016-79145-R AEI/FEDER, UE), the Basque Government (project ELKARTEK KK-2017/00083 and GISEL research group IT1083-16), as well as from the University of the Basque Country UPV/EHU (project EHUA15/25 and research group funding PPG17/23).