Nanomaterials, due to their unique structural and functional features, are widely investigated for potential applications in a wide range of industrial sectors. In this context, protein-based nanoparticles, given proteins’ abundance, non-toxicity, and stability, offer a promising and sustainable methodology for encapsulation and protection, and can be used in engineered nanocarriers that are capable of releasing active compounds on demand. Zein is a plant-based protein extracted from corn, and it is biocompatible, biodegradable, and amphiphilic. Several approaches and technologies are currently involved in zein-based nanoparticle preparation, such as antisolvent precipitation, spray drying, supercritical processes, coacervation, and emulsion procedures. Thanks to their peculiar characteristics, zein-based nanoparticles are widely used as nanocarriers of active compounds in targeted application fields such as drug delivery, bioimaging, or soft tissue engineering, as reported by others. The main goal of this review is to investigate the use of zein-based nanocarriers for different advanced applications including food/food packaging, cosmetics, and agriculture, which are attracting researchers’ efforts, and to exploit the future potential development of zein NPs in the field of cultural heritage, which is still relatively unexplored. Moreover, the presented overview focuses on several preparation methods (i.e., antisolvent processes, spry drying), correlating the different analyzed methodologies to NPs’ structural and functional properties and their capability to act as carriers of bioactive compounds, both to preserve their activity and to tune their release in specific working conditions.