With the continuously growing energy demand and ever-escalating environmental problems, the great energy transition from conventional fossil fuels to renewable sources of energy is under way, and requires more efficient and reliable electrochemical energy storage devices, such as electrochemical capacitors (also called as supercapacitors). In order to achieve high energy and power densities of supercapacitors, numerous efforts are devoted to the development of advanced multi-component hybrid electrode materials for realizing high-performance. This review summarizes the most recent progress in the development of nanostructured electrode materials for energy storage, with a particular focus on these nanostructures that integrate carbon materials, metal oxides/hydroxides and conducting polymers for enhancing energy storage performances via taking advantage of each component's unique functionality and their synergetic effects. Finally, we give some perspectives on the challenges and opportunities in this intriguing field.