A review is given of theoretical concepts and experimental results on spontaneous formation of periodically ordered nanometer-scale structures on crystal surfaces. Thermodynamic theory is reviewed for various classes of spontaneously ordered nanostructures, namely, for periodically faceted surfaces, for periodic surface structures of planar domains, and for ordered arrays of three-dimensional coherently strained islands. All these structures are described as equilibrium structures of elastic domains. Despite the fact that driving forces of the instability of a homogeneous phase are different in each case, the common driving force for the long-range ordering of the inhomogeneous phase is the elastic interaction. The theory of the formation of multisheet structures of islands is reviewed, which is governed by both equilibrium ordering and kinetic-controlled ordering. For the islands of the first sheet, an equilibrium structure is formed, and for the next sheets, the structure of the surface islands meets the equilibrium under the constraint of the fixed structures of the buried islands. The experimental situation for the fabrication technology of ordered arrays of semiconductor quantum dots is analyzed, including a discussion of both single-sheet and multiple-sheet ordered arrays.