This review is focused on the recent developments of nanocomposite materials that combine a thermoplastic matrix with different forms of graphene or graphene oxide nanofillers. In all cases, the manufacturing method of the composite materials has been melt-processing, in particular, twin-screw extrusion, which can then be followed by injection molding. The advantages of this processing route with respect to other alternative methods will be highlighted. The results point to an increasing interest in biodegradable matrices such as polylactic acid (PLA) and graphene oxide or reduced graphene oxide, rather than graphene. The reasons for this will also be discussed.