The formation of nanostructured materials through the assembly of nanocrystals is described, focusing in particular on silica and other metal oxide coated core-particles. The preparation and optical characterization of core-shell materials are reviewed, and some of the unique properties of core-shell materials are presented. Shell layers are shown to serve various functions. They may increase colloid stability, aid dispersion in various media, alter the optical and electrical properties of the core, add robustness, or provide a contiguous framework from which inverse lattices may be generated. The assembly of the particles into well-defined thin films and two-dimensional and three-dimensional crystals is discussed, and the resultant optical properties are reviewed. Approaches to increase the topological complexity are studied, and the potential for the creation of a variety of space-filling nanostructures (such as inverse lattices, opals, and photonic crystals) is illustrated.