Water-cast nanocomposite films formed by poly(ethylene oxide) (PEO) and Laponite clay were found to display three characteristic levels of structure with large-scale orientation. The first level with the length scale of ca. 30-50 nm was the clay lamellar bundles, which tended to stack perpendicularly to the film surface. The second level with the characteristic length of 1.8 nm was associated with the alternating stacking of the silicate layers and the PEO chains sandwiched between them. The preferred orientations of these two levels of structure were independent of clay content, solvent removal rate for the film preparation, and the crystallization temperature of the PEO chains situating outside the clay bundles. The third level of structure was characterized by the preferred orientation of the PEO crystalline stems with respect to the surface of the silicate layers. Perpendicular orientation always dominated in the nanocomposite films prepared by slow solvent removal irrespective of crystallization temperature. In the films prepared by fast solvent removal, however, parallel crystal orientation set in as the clay concentration exceeded ca. 33 wt %. The preferred crystal orientation was ascribed to the confinement effect imposed by the clay bundles to the crystallization of the PEO chains situating in the interbundle region. In the films cast by slow solvent removal, the weaker confinement associated with the larger interbundle distance led to perpendicular crystal orientation. When the interbundle distance was reduced to ca. 30 nm in the films prepared by rapid solvent evaporation, the strong confinement directed the crystals to form parallel orientation.