The development of electromagnetic wave-absorbing materials (EMWAMs) offers a promising way to address the ever-increasing issue of electromagnetic pollution. Up to now, significant efforts have been made to explore superior EMWAMs featuring strong absorption intensity, broad bandwidth, low density, and small thicknesses as well as those with exceptional performance. Therefore, in this paper, we offer a a comprehensive review summarizing the recent inspiring advancements in various EMWAMs, including those based on carbon, carbides, oxides, ferrites and sulfides. We begin by presenting diverse lossy materials, such as dielectric loss materials, magnetic loss materials and dielectric/magnetic loss materials. In parallel, we discuss the current difficulties with the materials themselves and the corresponding composite strategies for incorporating other dielectric or magnetic components. Finally, we outline the primary problems and bottlenecks, and more importantly, the prospective research directions of these materials. Overall, this work will present a brief but systematic overview of up-to-date progress in the EMW attenuation abilities of various EMWAMs.