Electromagnetic interference has become an important topic in modern electronic devices, and useful shielding materials have been designed to counteract this. This review highlights various material systems utilised for EMI shielding, concentrating on their composition, structural characteristics, and electromagnetic properties. The mechanisms through which materials absorb or reflect electromagnetic waves. The review is centred on the various materials authored or designed for EMI shielding applications. They vary from metals and metal-based composites, carbonaceous materials including carbon nanotubes and graphene, magnetic materials, and polymer-based systems. Each of the material classes has specific advantages in terms of conductivity, magnetic permeability, mechanical flexibility, weight, and processability. The review also outlines how each of the materials performs at various frequency levels, specifically the GHz range characteristic of wireless communication.