Thermal mass heating ovens (such as Rocket Mass ovens or heaters, Cob ovens, pizza or baking ovens) employ heat sinking mechanisms to store energy. Their construction often involves the use of heavy blocks (purchased or made) and raw clay mixed with sand and/or straw or other fibre to cement the whole thing together. Dried clay mix is obviously not as strong as cement would be, but it is quite practical for this application (e.g. much less expensive, adequate strength coupled with easy construction, disassembly and adjustments).
Some sources recommend using a Fireclay because these can withstand the temperatures in the oven. However this is not really correct. Red hot coals in a campfire are only about 1000-1200F, even the lowest duty clay (e.g. terra cotta) is capable of easily withstanding temperatures to 1800F+. Fireclays (or clays in general) come in a wide range of plasticities, water permeabilities, drying performances, etc (these properties are an important practical issue to constructing the oven). Plainsman Clays, for example, most often recommends their 98Mix (a very plastic greenish colored terra cotta raw quarry clay). It dries hard and strong and maintains plasticity even when blended with significant sand.
Some sources advise simply digging clay out of the ground and mixing it in a certain proportion with sand. This might have worked for the author with his clay and sand, but will it work for you? Sands and clays vary widely in grain size and shape (that variation can multiply to orders of magnitude difference in grain surface area). Clays vary widely in plasticity (ability to form a shape), stickiness, drying hardness, permeability, drying drying speed and drying shrinkage. The most plastic clays (e.g. 98Mix mentioned above) are the stickiest and shrink and crack the most. They can host higher percentages of sand, which cuts the shrinkage, yet still dries hard and strong. While pottery clays might be plastic for building pottery most dry fairly fragile. Most pottery clays dry shrink about 6.5% whereas a super plastic terra cotta or ball clay might shrink 8-10%. And dry like concrete! Of course, you must experiment with varying proportions of sand (plus fiber) to find a compromise between something that will dry with minimal cracking and still be hard and strong enough.
To withstand the rain a roof is often needed to shed water and protect from direct rain (a dried clay might seem hard, but it will slake and turn back into mud when it comes into contact with water). Alternatively, a plaster or stucco finish can be employed. Or apply a sealant layer or add a hardener/sealant to your clay mix (e.g. silicone, corn starch, polymers, gums). If you choose to use an in-mix hardener, do plenty of testing to make sure it will work, hardeners can reduce plasticity significantly.
Lower section is metal construction, dome is clay and brick with stucco surfacing. Door is cement and brick. Fire is started inside to heat it up, then ash is removed for baking. By Bruce Fochler, Prince George, B.C.
There's two envelopes of bricks, that contain the fire box and the circuit for the hot exhaust gases. The inside envelope is not visible, it is air-gapped 1/2 inch from the outside one, providing for hot gas circulation and heat exchange. It is made up of firebricks to withstand the 1000 C* temperature that the firebox produces (due to a venturi effect into the secondary chamber that induces complete combustion). There's no visible smoke whatsoever above the outside chimney 10 minutes after the fire is started; the exhaust pipe is barely 100 C* where it exits upward. Inside, the exhaust gases are directed towards the floor, in brick chambers for heat exchange traveling under the firebox before reaching the chimney at floor level. Unlike most mass-stoves, heat is released almost immediately upon the heavy steel cover reaching 150 C* to 200 C*. The firebox is filled twice a day, maybe three times on a cold day, leaving it to cool off during the night after hours (wood consumption is minimal). 1 1/2 hr after starting the fire and afterwards when the combustion is over, the surface temperatures of the outside clay/sand bricks is too hot to keep your hands on it. The design that was developed in France and the company sells on-a-pallet kits they claim can be assembled quickly. The key features are the two kinds of interlocking bricks, low emission levels, low kit price and ease of start-up (a few kindlings, fill the box with wood (+/- 10 kg.), and close the door).
Rocket Mass Heater on Wikipedia
A form of slow-release radiant heating system, designed to primarily heat people and secondary to warm areas in line of sight around it.
Build a Clay Oven in Your Backyard
Lots of pictures and text with plenty of viewer comments at the bottom.
US manufacturer of pizza ovens and fireplaces
They make modular and assembled pizza ovens, wood and gas fired brick ovens for homes, outdoor kitchens, restaurants, and mobile businesses. They have an impressive gallery with many pictures of completed ovens. Lots of technical resources and accessories.