Metamaterials are the major type of artificially engineered materials which exhibit naturally unobtainable properties according to how their microarchitectures are engineered. Owing to their unique and controllable effective properties, including electric permittivity and magnetic permeability, the metamaterials play a vital role in the development of meta-devices. Therefore, the recent research has mainly focused on shifting towards achieving tunable, switchable, nonlinear, and sensing functionalities. In this review, we summarize the recent progress in terahertz, microwave electromagnetic, and photonic metamaterials, and their applications. The review also encompasses the role of metamaterials in the advancement of microwave sensors, photonic devices, antennas, energy harvesting, and superconducting quantum interference devices (SQUIDs).