Thermal spraying of polymer coatings has been applied for many decades. Initially, the focus was primarily on corrosion and wear protection. Manufacturing was performed with traditional methods, such as flame and plasma spraying. Later, thermal spray technologies were developed, and interest increased in producing polymer or polymer-composite coatings from different polymer materials with advanced spray processes. Additionally, novel application fields were studied, such as the use of thermally sprayed polymer coatings for anti-icing and anti-fouling purposes. This review summarizes thermally sprayed polymer coatings from the standpoints of materials, processes used and selected latest application fields.