We present statistical mechanics models to understand the physical and molecular mechanisms of X-Chromosome Inactivation (XCI), the process whereby a female mammal cell inactivates one of its two X-chromosomes. During XCI, X-chromosomes undergo a series of complex regulatory processes. At the beginning of XCI, the X's recognize and pair, then only one X which is randomly chosen is inactivated. Afterwards, the two X's move to different positions in the cell nucleus according to their different status (active/silenced). Our models illustrate about the still mysterious physical bases underlying all these regulatory steps, i.e., X-chromosome pairing, random choice of inactive X, and "shuttling" of the X's to their post-XCI locations. Our models are based on general and robust thermodynamic roots, and their validity can go beyond XCI, to explain analogous regulatory mechanisms in a variety of cellular processes.