The rapid advent of radio-frequency (RF) and microwave technologies and systems have given rise to serious electromagnetic pollution, interference and jamming for high-precision detection devices, and even threats to human health. To mitigate these negative impacts, electromagnetic interference (EMI) shielding materials and structures have been widely deployed to isolate sophisticated instruments or human settlements from potential EMI sources growing every day. We discuss recent advances in lightweight, low-profile electromagnetic absorbing media, such as metamaterials, metasurfaces, and nanomaterial-based solutions, which may provide a relatively easy solution for EMI shielding and suppressing unwanted RF and microwave noises. We present a general review of the recent progress on theories, designs, modeling techniques, fabrication, and performance comparison for these emerging EMI and electromagnetic compatibility (EMC) media.