Some combinatorial designs, such as Hadamard matrices, have been extensively researched and are familiar to readers across the spectrum of Science and Engineering. They arise in diverse fields such as cryptography, communication theory, and quantum computing. Objects like this also lend themselves to compelling mathematics problems, such as the Hadamard conjecture. However, complex generalized weighing matrices, which generalize Hadamard matrices, have not received anything like the same level of scrutiny. Motivated by an application to the construction of quantum error-correcting codes, which we outline in the latter sections of this paper, we survey the existing literature on complex generalized weighing matrices. We discuss and extend upon the known existence conditions and constructions, and compile known existence results for small parameters. Using these matrices we construct Hermitian self orthogonal codes over finite fields of square order, and consequently some interesting quantum codes are constructed to demonstrate the value of complex generalized weighing matrices.