Over the past decades, near infrared light (NIR)-sensitive photothermal agents (PTAs) that can efficiently absorb light and generate heat have been investigated worldwide for cancer photothermal therapy (PTT) and the combination treatments, which have some peculiar advantages including spatiotemporal targeting, the ability-to-reverse multidrug resistance, the immunity-stimulating function, and the synergistic effect in combination treatments. In this review, we first focus on emerging melanin-like polymers and coordination polyphenol polymer-based PTAs that hold transition potential because of their facile synthesis and good biocompatibility/biodegradability. We briefly introduce polymeric PTAs for emerging NIR-II (1000-1700 nm) PTT in deep tumors to overcome shallow penetration depth and threshold irradiation intensity of NIR-I (700-900 nm). Then we discuss polymeric PTAs for combination PTT treatments with photodynamic therapy (PDT), ferroptosis therapy (ferrotherapy), and immunotherapy, which are intensively studied for achieving anticancer synergistic effects. Finally, we discuss those polymeric PTAs for reversing cancer multidrug resistance and for mild/low-temperature PTT (43 °C ≤ T < 50 °C) in contrast to conventional high-temperature PTT (>50 °C). The polymeric PTA-based PTT and the combination treatments are still being developed in the early stage and need much more effort before potential clinical transitions and applications.