Large class of new photonic devices, including light emitters, chemical sensors, and energy harvesters, can be made of the polymer-inorganic nanocomposite thin films produced by the new multiple-beam pulsed laser deposition process (MB-PLD). We describe the PLD system and the film deposition process itself, particularly the multiple-beam matrix assisted pulsed laser evaporation (MB-MAPLE) version with laser beam scanning and plume direction control. We also report on the results of the investigation of optical and performance characteristics of three types of the fabricated nanocomposite thin film devices: upconversion light emitters, chemical (ammonia) sensors, and thermoelectric energy harvesters. The emitters were made of poly(methyl methacrylate) (PMMA) film impregnated with the nanoparticles of rare-earth (RE) fluorides such as NaYF4: Yb3+, Er3+ and NaYF4: Yb3+, Ho3+. They demonstrated bright upconversion emission in visible region being pumped with a 980-nm infra-red laser. The same films, but doped with an indicator dye, were tested as ammonia sensors. They demonstrated the drop of upconversion emission (registered by a photodetector) due to the rise of the optical absorption of the indicator dye affected by ammonia. The capability of detecting fractions of one percent (molar) of ammonia was established. The thermoelectric energy harvesters were made of nanocomposite films of aluminum-doped zinc oxide (AZO) impregnated with polymer nanoparticles. The role of the nanoparticles was to reduce the thermoconductivity and increase electroconductivity thus contributing to the improvement of the thermoelectric figure-of-merit ZT.