Two-dimensional (2D) materials possess unique structures and optical/electric properties, thus have important applications in the fields of energy, environment, and high-performance optoelectronic sensing, etc. The research on nonlinear optical properties of 2D materials has drawn extensive interest globally. Here, we simply reviews the researches on 2D materials from the aspects of their preparation methods, crystalline/energy band structure, and nonlinear optical properties, etc. The self-assembled or composite films of optical nonlinear nanocrystals are another kind of important optical nonlinear materials. Considering their macroscopic two-dimensional nature, and to make this review more comprehensive, here we categorize this kind of material to quasi-2D material, and make a brief introduction to the researches mainly on their nonlinear optical properties and corresponding applications, as a complimentary review on the research of nonlinear optical materials.