Designing functional films and nanostructures has a key role in the performance of the infrared (IR) sensing and terahertz (THz) sensing that are based particularly on quantum well, wire, and dot structures. Sensing the electromagnetic (EM) spectra is an extremely important issue for various fields, from understanding the universe, living cells, and elementary particles to numerous applications. To give a glimpse of the field in connection to functional films and nanostructures as sensing elements, in this chapter we briefly discuss infrared (IR) sensing and terahertz (THz) sensing. For IR sensing we limit ourselves to low-dimensional semiconductor functional films. For THz sensing we discuss: (a) how strain in thin films influences THz absorption from impurities, (b) plasma effects in two-dimensional electron gas (2DEG), and (c) ultrasensitive bolometers based on metal films.