This paper discusses the surface-engineered nanomaterials (adaptive nano-structured physical vapor deposition (PVD) thin-film coatings) that can effectively perform under severely non-equilibrium tribological conditions. The typical features of these nanomaterials are: (a) Dynamically interacting elements present in sufficient amounts to account for its compositional/structural complexity; (b) an initial non-equilibrium state; (c) optimized micro-mechanical characteristics, and (d) intensive adaptation to the external stimuli. These could be considered as functionally graded nanomaterials that consist of two major layers: an underlying (2–3 microns) thin-film PVD coating, the surface on which an outer nanoscale layer of dynamically re-generating tribo-films is produced as a result of self-organization during friction. This tribo-film nanolayer (dissipative structures) was discovered to represent complex matter, which exhibits characteristic properties and functions common to naturally occurring systems. These include adaptive interaction with a severely non-equilibrium environment; formation of compounds such as sapphire, mullite, and garnet, similar to those that arise during metamorphism; ability to evolve with time; as well as complexity and multifunctional, synergistic behavior. Due to several nanoscale effects, this nanolayer is capable of protecting the surface with unprecedented efficiency, enabling extensive control over the performance of the entire surface-engineered system. These surface-engineered nanomaterials can achieve a range (speed and level) of adaptability to the changing environment that is not found in naturally occurring materials. Therefore, these materials could be classified as metamaterials. The second major characteristic of these materials is the structure and properties of the coating layer, which mostly functions as a catalytic medium for tribo-film generation and replenishment. A functioning example of this type of material is represented by an adaptive hard thin-film TiAlCrSiYN/TiAlCrN nano-multilayer PVD coating, which can efficiently work in an extreme environment, typical for the dry machining of hard-to-cut materials.