Polymer-infiltrated nanoparticle films (PINFs) are a new class of nanocomposites that offer synergistic properties and functionality derived from unusually high fractions of nanomaterials. Recently, two versatile techniques,capillary rise infiltration (CaRI) and solvent-driven infiltration of polymer (SIP), have been introduced that exploit capillary forces in films of densely packed nanoparticles. In CaRI, a highly loaded PINF is produced by thermally induced wicking of polymer melt into the nanoparticle packing pores. In SIP, exposure of a polymer–nanoparticle bilayer to solvent vapor atmosphere induces capillary condensation of solvent in the pores of nanoparticle packing, leading to infiltration of polymer into the solvent-filled pores. CaRI/SIP PINFs show superior properties compared with polymer nanocomposite films made using traditional methods, including superb mechanical properties, thermal stability, heat transfer, and optical properties. This review discusses fundamental aspects of the infiltration process and highlights potential applications in separations, structural coatings, and polymer upcycling—a process to convert polymer wastes into useful chemicals.