The Polymer Reference Interaction Site Model (PRISM) theory is employed to investigate structure, effective forces, and thermodynamics in dense polymer-particle mixtures in the one and two particle limit. The influence of particle size, degree of polymerization, and polymer reduced density is established. In the athermal limit, the surface excess is negative implying an entropic dewetting interface. Polymer induced depletion interactions are quantified via the particle-particle pair correlation function and potential of mean force. A transition from (nearly) monotonic decaying, attractive depletion interactions to much stronger repulsive-attractive oscillatory depletion forces occurs at roughly the semidilute-concentrated solution boundary. Under melt conditions, the depletion force is extremely large and attractive at contact, but is proceeded by a high repulsive barrier. For particle diameters larger than roughly five monomer diameters, division of the force by the particle radius results in a nearly universal collapse of the depletion force for all interparticle separations. Molecular dynamics simulations have been employed to determine the depletion force for nanoparticles of a diameter five times the monomer size over a wide range of polymer densities spanning the semidilute, concentrated, and melt regimes. PRISM calculations based on the spatially nonlocal hypernetted chain closure for particle-particle direct correlations capture all the rich features found in the simulations, with quantitative errors for the amplitude of the depletion forces at the level of a factor of 2 or less. The consequences of monomer-particle attractions are briefly explored. Modification of the polymer-particle pair correlations is relatively small, but much larger effects are found for the surface excess including an energetic driven transition to a wetting polymer-particle interface. The particle-particle potential of mean force exhibits multiple qualitatively different behaviors (contact aggregation, steric stabilization, local bridging attraction) depending on the strength and spatial range of the polymer-particle attraction.