Pyroelectrics are a material class that undergoes a change in polarization as the temperature of the system is varied. This effect can be utilized for applications ranging from thermal imaging and sensing to waste-heat energy conversion to thermally driven electron emission. Here, we review recent advances in the study and utilization of thin-film pyroelectrics. Leveraging advances in modeling, synthesis, and characterization has provided a pathway forward in one of the more poorly developed subfields of ferroelectricity. We introduce the complex physical phenomena of pyroelectricity, briefly explore the history of work in this space, and highlight not only new advances in the direct measurement of such effects but also how our ability to control thin-film materials is changing our understanding of this response. Finally, we discuss recent advances in thin-film pyroelectric devices and introduce a number of potentially new directions the field may follow in the coming years.