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The magnetic properties of various families of nanocomposite materials containing nanoparticles of transition metals or transition-metal compounds are reviewed here. The investigated magnetic nanocomposites include materials produced either by dissolving a ferrofluid containing pre-formed nanoparticles of desired composition and size in a fluid resin submitted to subsequent curing treatment, or by generating the nanoparticles during the very synthesis of the embedding matrix. Two typical examples of these production methods are polymer nanocomposites and ceramic nanocomposites. The resulting magnetic properties turn out to be markedly different in these two classes of nanomaterials. The control of nanoparticle size, distribution, and aggregation degree is easier in polymer nanocomposites, where the interparticle interactions can either be minimized or exploited to create magnetic mesostructures characterized by anisotropic magnetic properties; the ensuing applications of polymer nanocomposites as sensors and in devices for Information and Communication Technologies (ICT) are highlighted. On the other hand, ceramic nanocomposites obtained from transition-metal loaded zeolite precursors exhibit a remarkably complex magnetic behavior originating from the simultaneous presence of zerovalent transition-metal nanoparticles and transition-metal ions dissolved in the matrix; the applications of these nanocomposites in biomedicine and for pollutant remediation are briefly discussed