The progress in bulk ultrafine and nanostructured materials through consolidation of particles by severe plastic deformation (SPD) is reviewed. The focus is on the processes of high pressure torsion (HPT) and equal channel angular pressing (ECAP) with or without the application of a back pressure. Various materials consolidated are described in terms of their densities, microstructures and mechanical properties. The important processing parameters and their effects on the resulting materials are discussed. It is shown that SPD consolidation of particles is an effective way of producing bulk nanostructured materials although much work is needed to understand the consolidation behaviour and to design the optimum compositions and microstructures.