Our recent studies in the field of ultrathin membranes prepared upon layer-by-layer assembly of various polyionic compounds such as polyelectrolytes, calixarenes and polyelectrolytes, and metal hexacyanoferrate salts such as Prussian Blue are reviewed. It is demonstrated that polyelectrolyte multilayers can be used (a) as nanofiltration and reverse osmosis membranes suitable for water softening and seawater desalination and (b) as molecular sieves and ion sieves for size-selective separation of neutral and charged aromatic compounds. Furthermore, hybrid membranes of p-sulfonato-calixarenes and cationic polyelectrolytes showing specific host-guest interactions with permeating ions are described. The membranes exhibit high selectivities for distinct metal ions. Finally, it is demonstrated that purely inorganic membranes of Prussian Blue (PB) and analogues can be prepared upon multiple sequential adsorption of transition metal cations and hexacyanoferrate anions. Due to the porous lattice of PB, the membranes are useful as ion filters able to separate cesium from sodium ions, for example.