This paper reviews the findings of recent research on the formation of solid splats by the impact of thermal spray particles on solid substrates. It discusses methods of describing the substrate, by characterizing both chemical (oxide layers) and physical (surface topography, adsorbed and condensed contaminants) aspects. Recent experiments done to observe impact of thermal spray particle are surveyed and techniques used to photograph particle impact and measure cooling rates described. The use of numerical modeling to simulate impact and deformation of impacting particles is appraised. Two different break-up mechanisms are identified: solidification around the edges of splats; and perforations in the interior of thin liquid films created by droplet spreading without solidification. These two modes can be reproduced in numerical models by varying the value of thermal contact resistance between the splat and substrate. A simple criterion to predict the final splat shape is presented.