Artificial materials, whose electromagnetic properties are engineered through subwavelength or wavelength-scale microstructures, offer responses inaccessible to natural materials and have come to bridge wave physics, information science, and spacetime analogues. With optical and electromagnetic cloaking as the unifying thread, this review systematically traces the evolution of artificial materials from parameter engineering grounded in local effective medium theory toward nonlocal spatial dispersion engineering. Cloaking within local metamaterial and metasurface frameworks has progressed from transformation-optics and zero-index waveguide designs, through metasurface-enabled skin cloaks and ultra-broadband concealment, to camouflage schemes that integrate broadband detection with adaptive mimicry. As an emerging class of engineered media, nonlocal artificial materials are characterized by a constitutive response that depends explicitly on the wavevector, thereby expanding the accessible degrees of freedom in momentum space well beyond the limits of local constitutive relations. Nonlocal spatial dispersion, combined with boundary-selective excitation, underlies the realization of omnidirectional ultratransparency and zero-spacing cladding-free waveguide arrays. Nonlocality further severs the one-to-one correspondence between physical space and optical space, enabling the construction of photonic parallel spaces. Beyond photonic parallel spaces, this framework enables the realization of photonic wormholes and opens a route to independently coexisting ”multiple realities” supported by a single physical structure. These advances collectively redefine the design space of artificial materials, shifting the focus from engineering individual electromagnetic parameters to constructing multiple coexisting optical spaces, and point toward transformative opportunities in integrated photonics, high-dimensional wave-field manipulation, and multi-physics integration.