A variety of photocatalytic materials including binary compounds (such as copper(II) oxide, iron(III) chloride, iron(III) oxide, titanium dioxide, zinc oxide, zirconium dioxide, and tungsten(VI) oxide), ternary compounds (such as tungstates, bismutates, vanadates, and tantalates), and complex oxyhalides have been used as catalysts for the treatment of diverse pollutants in various media. However, there is a paucity of information on the mechanisms of oxidation of various air pollutants by different photocatalytic materials. In this review, we describe the photocatalytic applicabilities of both TiO2- vs. non-TiO2-based materials against various target pollutants that cover a list of important organic (e.g., formaldehyde, toluene, benzene, phenol, and trichloroethene) and inorganic compounds (e.g., nitrogen oxides, sulfur oxides, carbon monoxide, and ozone). The performance of different photocatalytic systems has been evaluated based on the general performance metrics such as quantum yield (QY) and space time yield (STY). The magnitude of QY is generally higher for the removal of organic than inorganic compounds. Among the compiled photocatalysts, Fe/TiO2 catalysts with 0.11% Fe recorded the maximum STY of 1.21×10−7 molecules/photon/mg (and QY = 6.06×10−6 molecules/photon) for NOx of all listed inorganic species. In contrast, mechanically robust transparent TiO2 film showed the best STY performance for organic target (ethanol) with 2.59×10−6 molecules/photon/mg (and QY = 7.76×10−6 molecules/photon). Photocatalytic oxidation processes are overall found as a highly promising option for the effective control of diverse air pollutants.