We demonstrate the direct three-dimensional imaging of densely packed colloidal nanostructures using stimulated emission depletion microscopy. A combination of two de-excitation patterns yields a resolution of 43 nm in the lateral and 125 nm in the axial direction and an effective focal volume that is by 126-fold smaller than that of a corresponding confocal microscope. The mapping of a model system of spheres organized by confined convective assembly unambiguously identified face-centered cubic, hexagonal close-packed, random hexagonal close-packed, and body-centered cubic structures.