In this paper, we deal with the vibrational behavior of mechanical structures interconnected by contacts with friction. The focus is set on the utilization of friction forces that are generated in the contact interfaces with the objective to increase damping and to reduce vibration amplitudes in order to prevent structures from failures owing to high resonance stresses. We present a comparison and classification of different contact models that are most commonly used, including the derivation of a three-dimensional contact model under consideration of rough surfaces. We give different solution methods for problems with non-linear friction elements. The effectiveness of friction damping devices is pointed out by a single-degree-of-freedom friction oscillator, beam-like structures with frictional interfaces and different underplatform dampers in turbo-machinery applications. It can be shown that in many practical applications friction damping devices provide a remarkable decrease of vibration amplitudes.