Prepare a polymeric nanofoam using a continuous extrusion process by providing a polymer melt of a polymer composition in an extruder, introducing carbon dioxide to a concentration above the solubility in the polymer melt, cooling the polymer melt without increasing the pressure to achieve conditions where all of the carbon dioxide is soluble in the polymer composition and then extruding the polymer composition and carbon dioxide mixture through an extrusion die so as to experience a pressure drop of at least five MegaPascals at a rate of at least ten MegaPascals per second and allowing the polymer composition to expand into a polymeric nanofoam.