Thick stone walls (well brick). I live in Hungary EU, lot of old houses (early XXth/late XIXth century or earlier) has really thick stone walls. In the summer it keeps the house cool (as long as you close the windows and shades) and in the winter it keeps the warm inside. Even if the temp outside is +35c the inside is between 23-25c (or even less)
As I understand it, the difficulty with this approach is that it depends on the night being significantly cooler than the day. Heat from the day can radiate away during the cooler night, preventing cumulative heat buildup in the stone, which acts as an insulator. But one of the effects we're seeing from climate change, even in Europe, is that nights are warmer as well.
(This was discussed recently on an HN thread, but I can't find it.)
Just got back from Rhodes in Greece and their architecture is interesting (given that day time temps where 32-35C and night time temps 27-29C) - everything was built thick and massive with overhangs on any windows that get sun, shutters on every window during the day (and AC but often off) and everything was painted white (or very pale shades of blue, yellow or pink).
It was interesting to see how they've built to adapt to their environment.
We had a north face hotel room and with the massively thick walls and double glazing (plus no direct sun) the room was just about bearable at night even without the AC (which was actually outputting much less cold air than the AC I had in a hotel in Manchester this year).
My wife and I a couple of decades ago took a camping road trip down the middle of New Mexico, starting near the top of the state. One of our first stops was to visit the Acoma community, which is a pueblo built on top of a mesa; very few people still live up there. The various "apartments" are passed down matrilineally, which was an interesting thing to learn.
It was August, and very hot outside - well over 100F. Inside one of the apartments on the tour, someone was selling snowcones - a welcome relief. We went inside (had to duck under the doorway, as it was only 4-5 feet tall) and it was easily 20-30 cooler than the outside. The only thing we could figure was that being on top of the mesa, plus night temperatures, and the thick adobe construction, all acted as a thermal-mass barrier system or something. It was really amazing to experience. I honestly wish that kind of construction was more common here in the southwest.