Abstract: Driven by the "dual carbon" goals, traditional energy systems are evolving toward integrated energy systems (IES) characterized by multi-energy complementarity and deep coupling. The role of buildings is shifting from mere energy consumers to "prosumers" that integrate energy production, consumption, storage, and conversion. Building prosumers incorporate diverse distributed energy resources (DERs) such as rooftop photovoltaics (PV), energy storage systems, electric vehicles (EVs), and controllable loads, leading to increasingly complex interaction patterns with energy systems. However, the grid integration of massive prosumers poses formidable challenges to the IES. Effectively aggregating and regulating the flexibility of massive building prosumers is pivotal for ensuring the secure and economic operation of IES and enhancing system resilience. To this end, this paper presents a comprehensive and systematic review of the theories and technologies for building prosumers participating in IES load regulation. First, the integrated modeling approaches for building prosumers are systematically elaborated, with emphasis on their key physical characteristics, including building thermodynamic dynamics and the operational characteristics of equipment such as rooftop PV, energy storage, EVs and heat pumps. Second, the theories for evaluating the multi-dimensional flexibility potential of prosumers across electricity, heat and gas sectors are discussed in depth, focusing on feasible region characterization and uncertainty quantification methods. Subsequently, multi-level control strategies designed to achieve efficient prosumer synergy are reviewed in detail. Furthermore, through analyzing the cutting-edge demonstration projects at home and abroad, the current practical status of relevant technologies and explorations of business models are presented. Finally, the paper summarizes the key bottlenecks encountered at both the technical core level and the systemic institutional level, and concludes future research directions for building prosumers participating in urban IES load regulation.