Azurite is a key blue pigment in historic art, with well-studied physical and chemical properties; however, a comprehensive synthesis that connects analytical characterization, degradation processes, and provenance studies across diverse contexts remains lacking. This review addresses this critical gap by providing an interdisciplinary synthesis of current research on azurite, a prominent blue pigment extensively used in historical artworks and cultural heritage artifacts. Based on a comprehensive survey of scholarly literature, the article consolidates findings on the pigment’s physical, chemical, optical, and mineralogical properties as examined through diverse analytical techniques. Studies employing methods such as X-ray diffraction, Raman spectroscopy, and infrared (IR) spectroscopy are critically evaluated to highlight how azurite has been identified, characterized, and differentiated from related copper-based pigments. Particular emphasis is placed on the influence of particle size—categorized as coarse, medium, and fine—on optical performance and visual appearance in artworks. The review also addresses degradation phenomena, notably azurite’s transformation into malachite and cupric oxide under thermal and environmental stress, with implications for pigment stability and material authenticity. Case studies, including notable examples such as the Tomb of Murongzhi, are discussed to illustrate real-world applications of these techniques in heritage science. In addition, the identification of mineral inclusions and impurities is examined in the context of geological provenance and sourcing studies. While the Tomb of Murongzhi is cited as a key example, this review considers the use and transformation of azurite across a range of cultural and geographic contexts.