Mixtures of polymer-colloid hybrids such as star polymers and microgels with nonadsorbing polymeric additives have received a lot of attention. In these materials, the interplay between entropic forces and softness is responsible for a wealth of phenomena. By contrast, binary mixtures where one component can adsorb onto the other one have been far less studied.Yet real formulations in applications often contain low molecular weight additives that can adsorb onto soft colloids. Here we study the microstructure and rheology of soft nanocomposites made of surfactants and microgels using linear and nonlinear rheology, SAXS experiments, and cryo-TEM techniques. The results are used to build a dynamical state diagram encompassing various liquid, glassy, jammed, metastable, and reentrant liquid states, which results from a subtle interplay between enthalpic, entropic, and kinetic effects. We rationalize the rheological properties of the nanocomposites in each domain of the state diagram, thus providing exquisite solutions for designing new rheology modifiers at will.