For the structural characterization of nanoscale objects, X-ray diffraction is widely used as a technique complementing local probe analysis methods such as scanning electron microscopy and transmission electron microscopy. Details on strain distributions, chemical composition, or size and shape of nanostructures are addressed. X-ray diffraction traditionally obtains very good statistically averaged properties over large ensembles-provided this averaging is meaningful for ensembles with sufficiently small dispersion of properties. In many cases, however, it is desirable to combine different analysis techniques on exactly the same nano-object, for example, to gain a more detailed insight into the interdependence of properties. X-ray beams focused to diameters in the sub-micron range, which are available at third-generation synchrotron sources, allow for such X-ray diffraction studies of individual nano-objects.