Volatile organic compounds (VOCs) are gases that are emitted into the air from products or processes and are major components of air pollution that significantly deteriorate air pollution and seriously affect human health. Different types of metals, metal oxides, mixed-metal oxides, polymers, activated carbons, zeolites, MOFs and mixed-matrixed materials have been developed and used as adsorbent or catalysts for diversified VOC capture, removal, and destruction. In this comprehensive review, we first discuss the general classification of VOC removal materials and processes and outline the historical development of bifunctional and cooperative adsorbent-catalysts for the removal of volatile organic compounds (VOCs) from air. Subsequently, particular attention is devoted to design strategies for cooperative adsorbent-catalysts, along with detailed discussions on the latest advances on these bifunctional materials, reaction mechanisms, long-term stability, and regeneration for VOCs removal processes. Finally, challenges and future opportunities for the environmental implementation of these bifunctional and cooperative adsorbent-catalysts are identified and outlined with the intent of providing insightful guidance on the design and fabrication of more efficient materials and systems for VOCs removal in the future.