Self-assembly of colloidal microspheres or nanospheres is an effective strategy for fabrication of ordered nanostructures. By combination of colloidal self-assembly with nanofabrication techniques, two-dimensional (2D) colloidal crystals have been employed as masks or templates for evaporation, deposition, etching, and imprinting, etc. These methods are defined as "colloidal lithography", which is now recognized as a facile, inexpensive, and repeatable nanofabrication technique. This paper presents an overview of 2D colloidal crystals and nanostructure arrays fabricated by colloidal lithography. First, different methods for fabricating self-assembled 2D colloidal crystals and complex 2D colloidal crystal structures are summarized. After that, according to the nanofabrication strategy employed in colloidal lithography, related works are reviewed as colloidal-crystal-assisted evaporation, deposition, etching, imprinting, and dewetting, respectively.