Now we are in position to define Cybernetical Physics as the branch of science studying physical systems by cybernetical means [140, 141, 147, 148]. In this chapter its subject, particularly control problems for physical systems will be discussed. In order to characterize control problems related to cybernetical physics, the main classes of controlled plant models, control objectives (goals), and admissible control algorithms will be specified. In order to outline the methodology of cybernetical physics, some typical methods used for solving the problems and typical results in the field will be described.