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Next-generation autonomous laboratories that combine machine learning, robotic synthesis, and in situ characterization is rapidly emerging as one of the key directions in modern materials science. By integrating active and deep learning algorithms with multi-level datasets ranging from quantum mechanical simulations to high-throughput flow-based experiments, these platforms establish closed-loop frameworks that guide complex nanofabrication processes in real time. Such AI-driven systems lower material and energy consumption, enable the precise design of nanostructures with tailored optical, electronic, and mechanical properties, and create research opportunities that were previously difficult to realize. This review provides a comprehensive overview of self-driving laboratories (SDLs), including their architectures, algorithmic strategies, and practical demonstrations such as the optimization of perovskite nanostructures, the development of nanoparticles for targeted drug delivery, and the synthesis of quantum dots with controlled emission. It also discusses existing methodological limitations, the need for standardized data practices, and challenges related to the integration of in situ techniques, while highlighting the prospects for creating fully digital pipelines for material production, as evidenced by recent autonomous laboratory demonstrations that progressed from initial hypotheses to functional prototypes within remarkably short timeframes.