This paper aims at reviewing the works published in the last five years (2016–2020) on polymer nanocomposites based on epoxy resins. The different nanofillers successfully added to epoxies to enhance some of their characteristics, in relation to the nature and the feature of each nanofiller, are illustrated. The organic–inorganic hybrid nanostructured epoxies are also introduced and their strong potential in many applications has been highlighted. The different methods and routes employed for the production of nanofilled/nanostructured epoxies are described. A discussion of the main properties and final performance, which comprise durability, of epoxy nanocomposites, depending on chemical nature, shape, and size of nanoparticles and on their distribution, is presented. It is also shown why an efficient uniform dispersion of the nanofillers in the epoxy matrix, along with strong interfacial interactions with the polymeric network, will guarantee the success of the application for which the nanocomposite is proposed. The mechanisms yielding to the improved properties in comparison to the neat polymer are illustrated. The most important applications in which these new materials can better exploit their uniqueness are finally presented, also evidencing the aspects that limit a wider diffusion.