Food, drugs, dyes, extracts, and minerals are all made up of complex elements, and utilizing unidimensional chromatography to separate them is inefficient and insensitive. This has sparked the invention of several linked chromatography methods, each of them with distinct separation principles and affinity for the analyte of interest. Multidimensional chromatography consists of the combination of multiple chromatography techniques, with great benefits at the level of efficiency, peak capacity, precision, and accuracy of the analysis, while reducing the time required for the analysis. Various coupled chromatography techniques have recently emerged, including liquid chromatography–gas chromatography (LC–GC), gas chromatography–gas chromatography (GC–GC), liquid chromatography–liquid chromatography (LC–LC), GCMS–MS, LCMS–MS, supercritical fluid techniques with chromatography techniques, and electro-driven multidimensional separation techniques. In this paper, the different coupled chromatography techniques will be discussed, along with their wide spectrum of applications for food, flavor, and environmental analysis, as well as their usefulness for the pharmaceutical, color, and dyes industries.