Exactly 50 years ago, the first article on electrochromism was published. Today electrochromic materials are highly popular in various devices. Interest in nanostructured electrochromic and nanocomposite organic/inorganic nanostructured electrochromic materials has increased in the last decade. These materials can enhance the electrochemical and electrochromic properties of devices related to them. This article describes electrochromic materials, proposes their classification and systematization for organic inorganic and nanostructured electrochromic materials, identifies their advantages and shortcomings, analyzes current tendencies in the development of nanomaterials used in electrochromic coatings (films) and their practical use in various optical devices for protection from light radiation, in particular, their use as light filters and light modulators for optoelectronic devices, as well as methods for their preparation. The modern technologies of “Smart Windows”, which are based on chromogenic materials and liquid crystals, are analyzed, and their advantages and disadvantages are also given. Various types of chromogenic materials are presented, examples of which include photochromic, thermochromic and gasochromic materials, as well as the main physical effects affecting changes in their optical properties. Additionally, this study describes electrochromic technologies based on WO3 films prepared by different methods, such as electrochemical deposition, magnetron sputtering, spray pyrolysis, sol–gel, etc. An example of an electrochromic “Smart Window” based on WO3 is shown in the article. A modern analysis of electrochromic devices based on nanostructured materials used in various applications is presented. The paper discusses the causes of internal and external size effects in the process of modifying WO3 electrochromic films using nanomaterials, in particular, GO/rGO nanomaterials.