Unifrom nanoparticles with shape-anisotropy have been synthesized successfully, including rod-like, disklike (or platelet), or faceted nanoparticles. Recently, innovative methods for funtionalizing their surfaces anisotropically have been devised, which involve site-selective attachment of organic ligands or nanoparticles on particle surface. Those techniques have opened a new way to build up complex nano-architectures by self-assembly. Moreover, recent progress in the synthesis and assembly of anisotropic colloids at micrometer scale has inspired directional self-assembly at nanoscale with anisotropic nanoparticles, which could lead to various nanodevices with better performance. In this review, we discuss synthetic methodology for anisotrpic nanoparticles, including nanorods, nanoplatelet (or nanodisks), faceted nanoparticles and hybrid nanoparticles. Their opitical properties and self-assembled structures are also discusssed.