Code regarding exterior disconnects, outlets and fixtures

What are the code requirements for wiring to outdoor disconnects, outlets and outdoor lighting fixtures? I’ve usually just ran the type NM cable directly to the box. It seems difficult to transition from type NM to UF or individual wires (THHN/THWN) and have the connections be permanently accessible.

There’s been quite a bit a chatter about this recently so I thought I’d post a direct question on this subject.

Including this question for context: How should transitions from inside to outside be handled when running a circuit?