Polymer-based (nano)composite foams containing conductive (nano)fillers limit electromagnetic interference (EMI) pollution, and have been shown to act as good shielding materials in electronic devices. However, due to their high (micro)structural complexity, there is still a great deal to learn about the shielding mechanisms in these materials; understanding this is necessary to study the relationship between the properties of the microstructure and the porous structure, especially their EMI shielding efficiency (EMI SE). Targeting and controlling the electrical conductivity through a controlled distribution of conductive nanofillers are two of the main objectives when combining foaming with the addition of nanofillers; to achieve this, both single or combined nanofillers (nanohybrids) are used (as there is a direct relationship between electrical conductivity and EMI SE), as are the main shielding mechanisms working on the foams (which are expected to be absorption-dominated). The present review considers the most significant developments over the last three years concerning polymer-based foams containing conductive nanofillers, especially carbon-based nanofillers, as well as other porous structures created using new technologies such as 3D printing for EMI shielding applications. It starts by detailing the microcellular foaming strategy, which develops polymer foams with enhanced EMI shielding, and it particularly focuses on technologies using supercritical CO2 (sCO2). It also notes the use of polymer foams as templates to prepare carbon foams with high EMI shielding performances for high temperature applications, as well as a recent strategy which combines different functional (nano)fillers to create nanohybrids. This review also explains the control and selective distribution of the nanofillers, which favor an effective conductive network formation, which thus promotes the enhancement of the EMI SE. The recent use of computational approaches to tailor the EMI shielding properties are given, as are new possibilities for creating components with varied porous structures using the abovementioned materials and 3D printing. Finally, future perspectives are discussed.