Improved hydrogen storage materials are disclosed. A first material comprises a hydrogen storage nanomaterial that contains nanoparticles or nanoparticle clusters of a metal that is capable of combining with hydrogen to form a metal hydride. The nanomaterials may be formed using a thermal spray process. A second material comprises a micro-sized support that contains a hydrogen storage material deposited thereon. The hydrogen storage material may comprise a thermal spray deposit formed on a fly ash particle. A third material comprises a hydrogen permeable container having a hydrogen storage material therein. The container may comprise a microparticle having an internal void (e.g., a fly ash cenosphere or glass microsphere) containing a hydrogen storage material that has been permeated therein. Alternatively, the container may comprise an enclosing layer formed over a hydrogen storage material. The enclosing layer may be a deposited protective layer formed over a particle of a hydrogen storage material.