Nanoparticles (NPs) in the biomedical field are known for many decades as carriers for drugs that are used to overcome biological barriers and reduce drug doses to be administrated. Some types of NPs can interact with external stimuli, such as electromagnetic radiations, promoting interesting effects (e.g., hyperthermia) or even modifying the interactions between electromagnetic field and the biological system (e.g., electroporation). For these reasons, at present these nanomaterial applications are intensively studied, especially for drugs that manifest relevant side effects, for which it is necessary to find alternatives in order to reduce the effective dose. In this review, the main electromagnetic-induced effects are deeply analyzed, with a particular focus on the activation of hyperthermia and electroporation phenomena, showing the enhanced biological performance resulting from an engineered/tailored design of the nanoparticle characteristics. Moreover, the possibility of integrating these nanofillers in polymeric matrices (e.g., electrospun membranes) is described and discussed in light of promising applications resulting from new transdermal drug delivery systems with controllable morphology and release kinetics controlled by a suitable stimulation of the interacting systems (nanofiller and interacting cells).