Dye-filled polymer nanocomposite thin films are of great interest due to their unique electronic and optical properties. They are perspective for applications in luminescent, nonlinear, solar energy conversion and other optoelectronic devices. Recently polymer films filled with dye by evaporation in vacuum became a subject of growing interest. Simultaneous evaporation from two sources allows to deposit a film with any ratio between components. Dye+polymer films are deposited using co-evaporation of the compounds in vacuum, pyrolysis+evaporation, laser evaporation of composite target. Several polymers, such as polytetrafluoroethylene (PTFE), polychlorotrifluoroethylene (PCTFE), polystyrene (PS), polyparaphenylenesulphide(PPS), polyparaxylylene (PPX) were filled with dye molecules. Several dyes of various kinds were used for co-deposition. Polymer matrix prevents aggregation even during annealing, enhances film stability and endurance. Combined co-deposition methods give powerful tool for film optical properties controlled design. They allow to control independently nanoparticles concentration and material structure both for matrix and filler, which is resulted in optical properties of the film.