Interfacial interactions, chain dynamics, and glass and melting transitions were studied in well-defined core−shell nanoparticles with amorphous silica or crystalline alumina cores and noncrystallizable poly(vinyl pyrrolidone) (PVP) or crystallizable poly(ethylene glycol) (PEG) shells. Varying particle composition caused regular changes in the shell thickness from 1 to 2 nm (monomolecular layer) up to 90 nm. Far- and mid-IR spectroscopy allowed us to register hydrogen bonding and, tentatively, Lewis/Brønsted (LB) interfacial interactions as well as changes in the dynamics and conformational state of the polymer chains as a function of the nanoshell thickness. Their most pronounced peculiarities were found for the monomolecular polymer layers. The LB interactions were stronger with the alumina substrate than silica. DSC analysis was performed, and the data obtained were in agreement with the spectroscopic data. Unlike the bulk polymer, the PVP monolayer was characterized with an extraordinarily large dynamic heterogeneity within the glass transition while broadening the transition range and varying the activation energy by an order of magnitude. The PEG monolayer adsorbed on silica was totally amorphous, whereas a highly crystalline one with the anomalously thin lamellae, down to 3 nm thick, was adsorbed on an alumina surface, presumably as a result of the quasi-heteroepitaxial crystallization process.