In recent years, interfacial properties have been tailored with nanostructured polymer assemblies to generate materials with specific properties and functions for application in diverse fields, including biomaterials, drug delivery, catalysis, sensing, optics and corrosion. This perspective begins with a brief introduction of the assembly techniques that are commonly employed for the synthesis of nanostructured polymer materials, followed by discussions on how the interfaces influence the properties and thus the functionalities of the polymer materials prepared. Applications of the interfacial polymer nanostructures, particularly for the immobilization and encapsulation of cargo, are then reviewed, focusing on stimuli-responsive cargo release from the polymer nanostructured assemblies for controlled delivery applications. Finally, future research directions in these areas are briefly discussed.