Cloud computing and Internet of Things (IoT), two very different technologies, are both already part of our life. Their massive adoption and use is expected to increase further, making them important components of the Future Internet. A novel paradigm where Cloud and IoT are merged together is foreseen as disruptive and an enabler of a large number of application scenarios. In this paper we focus our attention on the integration of Cloud and IoT, which we call the CloudIoT paradigm. Many works in literature have surveyed Cloud and IoT separately: their main properties, features, underlying technologies, and open issues. However, to the best of our knowledge, these works lack a detailed analysis of the CloudIoT paradigm. To bridge this gap, in this paper we review the literature about the integration of Cloud and IoT. We start analyzing and discussing the need for integrating them, the challenges deriving from such integration, and how these issues have been tackled in literature. We then describe application scenarios that have been presented in literature, as well as platforms -- both commercial and open source -- and projects implementing the CloudIoT paradigm. Finally, we identify open issues, main challenges and future directions in this promising field.