The cyclic starches α-, β-, and γ-cyclodextrins (CDs) readily form inclusion complexes (ICs) with a large variety of polymers. In polymer-CD-ICs, the CD hosts are threaded by the guest polymers, which must be highly extended, and stacks of polymer threaded host CDs pack closely together and crystallize. When guest polymers are coalesced from their CD-IC crystals, by washing with a solvent good, bad for CD, polymer, or treatment with an amylase enzyme, the guest polymers coalesce into bulk samples whose structures, morphologies, and even conformations are distinct from bulk samples made from their solutions and melts. We generally observe (i) crystallizable homopolymers coalesced from their CD-ICs to evidence increased levels of crystallinity, unusual polymorphs, and higher melting, crystallization, and decomposition temperatures, while coalesced amorphous homopolymers exhibit higher glass-transition temperatures, than samples consolidated from their disordered solutions and melts; (ii) molecularly mixed, intimate blends of two or more polymers that are normally believed to be immiscible can be achieved by coalescence from their common CD-IC crystals, (iii) the phase segregation of incompatible blocks can be controlled (suppressed or increased) when block copolymers are coalesced from their CD-IC crystals, and (iv) the thermal and temporal stabilities of the coalesced and well-mixed homopolymer blends and block copolymers appear to be substantial, thereby suggesting retention of as-coalesced structures and morphologies under normal thermal processing conditions. Furthermore, CDs may be covalently incorporated in polymers both during and after their syntheses, thereby providing a broad range of new functionalities for delivery of additives or to act as sensors or filters. Alternatively, additive-CD-ICs or additives rotaxanated with CDs may be effectively delivered to polymers. As an example, TiO2—filled polypropylene fibers may be readily dyed in aqueous solution using water soluble CD-rotaxanated azo-dyes.