This paper reviews recent progress concerning polymeric self-assemblies in confined spaces, including phase-separated structures of polymer blends and block copolymers. Although a wide variety of polymer self-assemblies have been studied in terms of conventional parameters, such as blend ratio, interaction of constituent polymers, block ratio, and molecular weight, a series of unique structures appear when the systems are self-assembled under confined conditions. Due to the limited space for phase separation, the polymers in the confinement are frustrated, and the resulting morphologies are distinctly different from those formed in free space. We give an overview of experimental and theoretical studies of the frustrated morphologies. We begin by defining confinement with respect to dimensionality and surface properties, and then introduce methods for producing various shapes and sizes of three-dimensional confinement. Finally, we present morphological and application-oriented studies and discuss the prospects for this research area.