Building materials such as structural panels, beams, roof decking, and flooring panels, are packaged within a protective layer including a sublayer of a polymeric material that can be applied at the factory. The protective layer protects the underlying building materials from exposure to weather and potential damage due to handling during shipping, at a job site, and which can be left in place during construction, thus eliminating the need for temporary protective measures covering the building materials. The protective layer may have additional properties such as breathability, fire resistance, and sound absorption. The protective layer also may provide an underlayment such as for flooring and roofing.