Polymers with the same chemical composition can provide different properties by reducing the dimension or simply by altering their nanostructure. Recent literature works report hundreds of examples of advances methods in the fabrication of polymer nanostructures accomplished following different approaches, soft lithography, self-assembly routes, template assisted methods, etc. Polymer nanostructures with modulated morphologies and properties can be easily achieved from anodized aluminum oxide (AAO) templates assisted methods. In the last decade, fabrication of polymer nanostructures in the nanocavities of AAO has raised a great interest since allows the control and tailoring of dimension of a huge number of polymer and polymer-based composites materials. The fact that polymer dimension can be adjusted allow the study of size-dependency properties. Moreover, modulated polymer nanostructures can be designed for specific applications from AAO templates methods. Taking into account the last considerations, this review present an overview of recent and new insights in the fabrication methods of polymer nanostructures from hard porous Anodic Aluminum Oxide (AAO) templates with emphasis on the study of polymer structure/property relationship at nanometric scale and stressing the potential interest in particular applications.