As is well known, plasmonics bridges the gap between nanoscale electronics and dielectric photonics, and is expected to be applied to light generation, photonic integration and chips, optical sensing and nanofabrication technology. So far, most of plasmonic microstructures and nanostructures cannot dynamically tune the properties once their structures are fabricated. Therefore, developing active plasmonic materials and devices is especially desired and necessary. Recently, dynamically tunable plasmonic materials and devices have been intensively investigated with the aim of practical applications. Here in this paper, we review recent research advances in active plasmonic materials and devices. Firstly we summarize three approaches to dynamically tuning plasmonic materials and devices. The first approach is to dynamically change the effective permittivity of metallic microstructures and nanostructures. The second approach is to dynamically adjust the ambient environments of the materials and devices. The third approach is to real-time tune the coupling effects in the nanostructures. Then we take ordinary plasmonic materials, plasmonic metamaterials, and plasmonic metasurfaces for example to show how to make them dynamically tunable. With external fields (such as electrical field, light field, thermal field, and mechanical force field, etc.), various approaches have been demonstrated in dynamically tuning the physical properties of plasmonic systems in real time. We anticipate that this review will promote the further development of new-generation subwavelength materials and optoelectrionic devices with new principles and better performances.