Imaging with THz radiation has proved an important tool for both fundamental science and industrial use. Here we review a class of THz imaging implementations, named coherent lensless imaging, that reconstruct the coherent response of arbitrary samples with a minimized experimental setup based only on a coherent source and a camera. After discussing the appropriate sources and detectors to perform them, we detail the fundamental principles and implementations of THz digital holography and phase retrieval. These techniques owe a lot to imaging with different wavelengths, yet innovative concepts are also being developed in the THz range and are ready to be applied in other spectral ranges. This makes our review useful for both the THz and imaging communities, and we hope it will foster their interaction.