Current theories of the origin and evolution of cosmic dust agree that in many cases dust particles are clusters (aggregates) of small grains. This was confirmed by observations of a variety of types of cosmic dust including protostellar, circumstellar, interplanetary and cometary dust, and many types of planetary aerosols. One of the most important remote-sensing methods to reveal the aggregated nature of cosmic dust and study properties of aggregates has been polarimetry. This paper reviews recent achievements in laboratory and theoretical modeling of light scattering by aggregates and considers how polarimetric observations allow one to identify aggregated dust particles in space by studying their angular and wavelength dependence of polarization. It is also shown how polarimetry helps to find out the structure and porosity of aggregates, and the size and composition of their constituent particles. This can be done successfully only when angular and spectral polarimetric data are considered together, and when they are combined with photometric and thermal infrared data. Consistency of the model with the ideas of origin and evolution of a given type of cosmic dust and with the results of space missions should also be checked to prove the reliability of the results.