Scanning probe microscopy (SPM) has proved to be a powerful tool not only for imaging but also for nanofabrication. SPM-based nanofabrication comprises manipulation of atoms or molecules and SPM-based nanolithography. SPM-based nanolithography, referred to as scanning probe lithography (SPL) in this review, holds good promise for fabrication of nanometer-scale patterns as an emerging generic lithography technique that STM, AFM, and SNOM are directly or otherwise used to pattern nanometer-scale features under appropriate conditions. Patterning methods including mechanical SPL, electrical SPL, thermal SPL, and optical SPL, are described in terms of SPL mechanisms. The newly developed variations of the above-mentioned SPL methods such as dip pen nanolithography, nanoshaving and nanografting, replacement lithography, constructive nanolithography, nanojet lithography, and electrostatic lithography, are also illustrated respectively. Analyses of prospective application of these SPL methods are presented finally.