The dynamic rheological measurements have been a preferred approach to the characterization of the structure and properties for multi-component or multi-phase polymer systems, due to its sensitive response to changes of structure for these heterogeneous polymers. In the present article, recent progresses in the studies on dynamic rheology for heterogeneous polymer systems including polymeric composites filled with inorganic particles, thermo-oxidized polyolefins, phase- separated polymeric blends and functional polymers with the scaling and percolation behavior are reviewed, mainly depending on the results by the authors’ group. By means of rheological measurements, not only some new fingerprints responsible for the evolution of morphology and structure concerning these polymer systems are obtained, the corresponding results are also significant for the design and preparation of novel polymer-based composites and functional materials.