In recent years, there have been significant advances on materials development for additive manufacturing (AM) applications. However, the use of composites or nanocomposite materials for improved performance and multifunctionality are still limited. This review paper attempts to provide a comprehensive review of both commercially available materials as well as research activities related to recent progress on high-performance polymer nanocomposites that are being used in various AM techniques. Four AM techniques including Fused Filament Fabrication (FFF), Selective Laser Sintering (SLS), Multi Jet Fusion (MJF), and Stereolithography (SLA) are discussed. The development of printable polymer composites especially polymer nanocomposites is rapidly expanding the AM materials portfolio, which makes the production of multifunctional parts with complex structures possible.