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Nanoparticles have gained significant scientific interests owing to their unique structural dimensions, size- and shape-tunable properties, and numerous fascinating applications, from opto-electronics, sensor devices, to energy, environmental, and medical fields. Furthermore, the synergistic integration of other materials, including organic polymers, with nanoparticles provides new opportunities and strategies to obtain nanocomposites with superior properties and functionalities. While there is already significant research on the synthesis and characterizations of nanoparticles and hybrid nanocomposites, some research questions, such as how to design and control the interfacial morphology in polymer/nanoparticle hybrid nanocomposites, how to synthesize metal- organic framework (MOF) nanoparticles in well-defined and uniform sizes and shapes, and how the size and shape of nanoparticles affect their properties under high pressures, are still challenges of today. In order to tackle these challenges, this research thesis focuses on the synthesis, self-assembly and high-pressure properties of three different classes of nanoparticles or hybrid nanocomposite materials. In the first part of this thesis, hybrid nanocomposites of conjugated polymers and inorganic nanoparticles are discussed, and a novel supramolecular strategy to assemble polymers and nanoparticles into stable and well-ordered core/shell composite nanofibers through the cooperation of several non-covalent interactions (hydrogen bonding, π-π interactions, etc.) is examined. By synthesizing conjugated polymers with specific functional groups (e.g. pyridine), we have successfully attached CdSe quantum dots and Fe3O4 nanoparticles non-covalently onto the polymer nanofibers. Besides the excellent conducting property of the conjugated polymer, the resulting nanocomposites also show some added benefits, such as broader light absorption range when combined with quantum dots as well as added magnetic responsiveness when combined with iron oxide nanoparticles. Further incorporation of such composite nanofibers into organic photovoltaic devices has led to the formation of well-dispersed photoactive layer morphology. This strategy can be used as general design principles for assembling incompatible hybrid nanocomponents into well-ordered structures. The second part of this thesis focuses on formation strategies and mechanisms for well-defined one-dimensional (1D) MOF nanostructures. Unlike inorganic and organic nanoparticles, for which synthetic procedures have well been established, generalizable design and preparation of MOF nanoparticles are still under early developing stages. To address this challenge, we have developed a new method to rapidly and reproducibly synthesize continuous 1-D MOF nano/micro-structures through interfacial synthesis templated by nanoporous polymer membranes. In this study, zeolitic imidazole frameworks (ZIFs) and polycarbonate track-etched (PCTE) membranes were used as model materials, and by varying the experimental conditions (pore sizes, reaction time,metal ion source, etc.), different 1D ZIF-8 or ZIF-67 nano/micro-structures with the pore dimensions corresponding to the PCTE templates were obtained, which were further fully characterized by a combination of electron microscopy and X-ray techniques. This work represents the first example of membrane templated synthesis of MOF nano/micro- structures. Our findings provide a generalized method for controlling size, morphology, and lattice orientation of MOF nanomaterials. The last part of this thesis discusses how the size and shape of nanoparticles influence their pressure-dependent properties using CdS nanoparticles as a model material. CdS nanoparticles are synthesized in three different sizes and shapes, and are subjected to controlled high pressures up to 15 GPa in a diamond anvil cell. Characterizations with in- situ small and wide-angle X-ray scattering measurements under high pressure suggest that both the reversibility of phase transition and phase transition pressure are closely related to the particle size and shape. Further characterizations with transmission electron microscopy show that external pressure can decrease the nanoparticle separation distance and induce sintering and coalescence of nanoparticles into new nanostructures. Our results provide new insights into the fundamental properties of nanoparticles under high pressure that will inform designs of new nanomaterial structures for emerging applications.