Loss is usually considered a problem for photonics, which can seriously deteriorate the performance of most optical devices, and thus has to be suppressed. However, in non-Hermitian passive optical systems without gain, when both eigenvalues and eigenvectors coalesce to form exceptional points (EPs), the addition of loss may, counterintuitively, bring unique advantages, such as improved noise resistance and more stable operation. In this review, we first briefly introduce the underlying mechanisms leading to passive EPs and then examine several implementations based on different electromagnetic structures, including cavities, waveguides, and metasurfaces. We highlight the introduction of losses in each case and discuss their benefits. Finally, we also provide our thoughts on the current limits for those passive realizations as well as potential future projects.