The addition of six different clays (laponite, montmorillonite, halloysite, and their organomodified counterparts) to poly(methyl methacrylate), polystyrene, and their blends was studied. The morphologies of the obtained composites were studied using transmission electron microscopy and scanning electron microscopy. Small angle oscillatory shear experiments, as well as shear induced coalescence tests, were carried out to evaluate the role of the clay as a coalescence inhibitor. Using the six different clays enabled the evaluation of the effect of the clay location and the clay platelet size for a given location (matrix, dispersed phase, interphase) on the coalescence phenomenon. A decrease of the dispersed phase of the blend was generally observed upon the addition of the clay. Clays located exclusively in the matrix (laponite, montmorillonite, halloysite, and modified halloysite) were shown to migrate to the interface during coalescence tests, inducing a decrease of coalescence at a certain extent of migration. Modified montmorillonite, located at the interface, was the most efficient clay at inhibiting coalescence, due to relaxation of Marangoni stresses with an important barrier effect. Overall, it was shown that having a certain size of a nanoparticle is essential for it to locate at the interface and inhibit coalescence. Nanoparticles with a larger size than the droplets are not able to locate at the interface and, therefore, do not have an effect on coalescence. Conversely, nanoparticles whose size is 10% or less of the droplet were found to be well dispersed in the whole blend. These particles did not have a preferred location nor had an effect on coalescence.