The paper describes recent developments in modeling formation of plasma-spray coatings. This is a stochastic process in which particle-impact conditions, thermophysical properties, substrate topology, and temperature all play important roles in determining the structure of coating. Specific attention is paid to the simulation of droplet impact and solidification under plasma-spraying conditions. Results of 3-dimensional models show that on a flat surface solidification may cause splashing and break-up of the impacting particle. Undercooling effects result in faster solidification and, thus, smaller extent of spreading. More recent works investigate the effect of surrounding gas on dynamics of impact. It is shown that this could result in entrapment of a bubble under the droplet.