Extensive development in electronics and allied sectors has led to unseen pollution termed electromagnetic interference (EMI). Motivated by its aftereffects, the fabrication of efficient EMI shielding has become a major area of research. This review presents a detailed analysis of very recent trends in various hybrid materials based on polymers, cement, concrete, paints, and so on with diverse filler inclusions for electromagnetic shielding applications. This paper also focuses on the origin and effects of electromagnetic (EM) radiation, the shielding mechanism, and the suitability of the hybrids, various fabrication techniques, characterization; and so on. Fiber-reinforced polymer composites, metal films, microfilms, inks, paints, multiple laminated composites, foams, aerogel-based polymer composites, textiles, and so on are discussed. Newly developed materials like MXene, borophene, semiconducting filler-based hybrid materials are also covered. Finally, an attempt is made, to sum up, the major challenges faced in the design and development of polymer materials for EMI shielding applications.