A two-step route to polymer/layered silicate nanocomposites characterized by a large extent of nanoplatelet delamination is presented. It consists first in the preparation of poly(epsilon-caprolactone) (PCL)-grafted clay masterbatches (containing similar to 30 wt% clay) by in situ intercalative polymerization of epsilon-caprolactone (CL) in bulk. The CL polymerization is promoted at the surface of organo-modified clays bearing targeted amounts of alcohol functionalities used as initiating species. The influence of alcohol concentration on clay platelets coverage by PCL has been studied by atomic force microscopy. In a second step, these masterbatches are readily dispersed in commercial matrices (PCL, PVC, chlorinated polyethylene) via rather conventional melt blending. The morphology of the resulting nanocomposites has been characterized as well as their thermal and mechanical properties. Interestingly enough, this "masterbatch" process can be extrapolated to another type of nanocomposites, i.e., polyolefin carbon nanotube nanocomposites. Accordingly, homogeneous surface coating of multi-walled carbon nanotubes (MWNTs) is first achieved by in situ polymerization of ethylene as catalyzed directly from the nanotube previously surface-treated by a highly active metallocene-based complex. This polyolefin coating allows for the destructuration of the native nanotube bundles leading upon further melt blending with, e.g., ethylene-co-vinyl acetate copolymers (EVA), to high performance nanocomposites with finely dispersed MWNTs.