Clay-based pigments are among the most traditional. Unlike other mineral pigments, they have never been fully replaced by synthetic analogues and are still used in painting today. Since their analysis requires a specific approach, detailed distinction of clay pigments has never been a part of routine chemical-technological research in fine arts—regardless of a great potential of clay minerals for determining regional provenance of the material. This review article maps and summarizes research on clay pigments in historical paintings that has been systematically pursued by authors since the beginning of this millennium. This rallying and interconnection of knowledge was an opportunity for a new reflection on the common aspects of these research projects, either methodological or interdisciplinary, since these findings are closely related to art-historical evaluation of artworks. It offers a comprehensive insight into the microanalysis of clay pigments with using powder X-ray micro-diffraction and complementary methods. Significant new findings come, for example, from research on the Italian Baroque. It becomes clear that cheap availability of raw material, pottery clays, could have played an important role in the change in painting technology at the turn of the 16th and 17th centuries.