Analytical Electron Microscopy (AEM) is an essential tool for microstructural investigations of nanostructured materials. Dedicated FEG instruments enable study of nanosized volumes using various methods, such as high resolution transmission electron microscopy (HRTEM), hig-resolution Z-contrast (STEM/HAADF) imaging, different techniques of electron diffraction (SAED, CBED, nanodiffraction), X-ray energy dispersive spectroscopy (XEDS) and electron energy loss spectroscopy (EELS). In the work the main stress will be on AEM study of particles, determination of their size, morphology, chemical and structural composition, orientation, etc. Study of the nucleation and crystallization of nanosized particles from amorphous phase, analysis of light elements in small volumes with complicated geometries, determination of atomic clusters of secondary element in monocrystals, investigation of self-assembly of quantum dots in an amorphous matrix are examples that will be presented and commented in the work. Determination of the crystallinity is in many cases quite complicated and ambiguous. The boundary between amorphous and crystalline phase in certain materials is very broad and smeared. Amount, crystallite size and shape and defectiveness of the crystal structure of nanoparticles (clusters, embryos, nuclei, precipitates, nanowires, nanorods, etc.) could be in usual cases determined using classical approaches (bright-field, dark-field experiments, selected area electron diffraction, high-resolution TEM). In specific cases some novel approaches should be used to extract the useful information from the sample. Such approaches are the use of chemical composition fluctuations of nano-regions in the determination of the presence of nanoclusters, the comparison of calculated and experimental electron diffraction pattern in the particle size and the degree of crystallinity determination and the use of non-standard geometries for absorption correction procedures during the chemical composition determination of particle using X-ray energy dispersive spectroscopy.