Infrared techniques enable nondestructive and label-free studies of thin films with high chemical and structural contrast. In this work, we review recent progress and perspectives in the nanoscale analysis of anisotropic materials using an extended version of the atomic force microscopy-infrared (AFM-IR) technique. This advanced photothermal technique, includes polarization control of the incoming light and bridges the gap in IR spectroscopic analysis of local anisotropic material properties. Such local anisotropy occurs in a wide range of materials during molecular nucleation, aggregation, and crystallization processes. However, analysis of the anisotropy in morphology and structure can be experimentally and theoretically demanding as it is related to order and disorder processes in ranges from nanoscopic to macroscopic length scales, depending on preparation and environmental conditions. In this context IR techniques can significantly assist as IR spectra can be interpreted in the framework of optical models and numerical calculations with respect to both, the present chemical conditions as well as the micro- and nanostructure. With these extraordinary analytic possibilities, the advanced AFM-IR approach is an essential puzzle piece in direction to connect nanoscale and macroscale anisotropic thin film properties experimentally. In this review, we highlight the analytic possibilities of AFM-IR for studies on nanoscale anisotropy with a set of examples for polymer, plasmonic, and polaritonic films, as well as aggregates of large molecules and proteins.