High-performance materials with excellent impact resistance are of fundamental importance in impact protective engineering. With the development of experimental facilities and numerical simulations at the micro- and nanoscales in recent years, some advanced films are found to show extraordinary energy absorption capacities, showing great promise as ideal bulletproof materials. In this paper, we review the dynamic behavior of four typical types of advanced films that are promising candidates as bulletproof materials subject to supersonic micro- and nano-ballistic impact. Their specific energy absorptions are summarized and the corresponding energy dissipation mechanisms are provided. The size effects are discussed. Some feasible design strategies for improving the impact resistance of the films are also introduced. The applications of the advanced films in the future are dicussed and prospected.