Stress and anxiety act as psycho-physical factors that increase the risk of developing several chronic diseases. Since they appear as early indicators, it is very important to be able to perform their evaluation in a contactless and non-intrusive manner in order to avoid inducing artificial stress or anxiety to the individual in question. For these reasons, this paper analyses the methodologies for the extraction of respective facial signs from images or videos, their classification and techniques for coding these signs into appropriate psycho-physical statuses. A review of existing datasets for the assessment of the various methodologies for facial expression analysis is reported. Finally, a short summary of the most interesting findings in the various stages of the procedure are indicated with the aim of achieving new contactless methods for the promotion of an individual’s well-being.