Self-assembling of very long natural clay nanotubes represents a powerful strategy to fabricate thermo-stable inorganic thin films suitable for environmental applications. In this work, self-standing films with variable thicknesses (from 60 to 300 µm) are prepared by the entanglement of 20-30 µm length Patch halloysite clay nanotubes (PT_Hal), which interconnect into fibrosus structures. The thickness of the films is crucial to confer specific properties like transparency, mechanical resistance, and water uptake. Despite its completely inorganic composition, the thickest nanoclay film possesses elasticity comparable with polymeric materials as evidenced by its Young's modulus (ca. 1710 MPa). All PT_Hal-based films are fire resistant and stable under high temperature conditions preventing flame propagation. After their direct flame exposure, produced films do not show neither deterioration effects nor macroscopic alterations. PT_Hal films are employed as precursors for the development of functional materials by alkaline activation and thermal treatment, which generate highly porous geopolymers or ceramics with a compact morphology. Due to its high porosity, geopolymer can be promising for CO capture. As compared to the corresponding inorganic film, the CO adsorption efficiency is doubled for the halloysite geopolymeric materials highlighting their potential use as a sorbent.