We present a review of the conceptual basis, current knowledge, and recent progress regarding global analysis of nuclear parton distribution functions (PDFs). After introducing the theoretical foundations and methodological approaches for the extraction of nuclear PDFs from experimental data, we discuss how different measurements in fixed-target and collider experiments provide increasingly precise constraints on various aspects of nuclear PDFs, including shadowing, antishadowing, the EMC effect, Fermi motion, flavor separation, deuteron binding, and target-mass and other higher-twist effects. Particular emphasis is given to measurements carried out in proton–lead collisions at the Large Hadron Collider, which have revolutionized the global analysis during the past decade. These measurements include electroweak boson, jet, light hadron, and heavy flavor observables. Finally, we outline the expected impact of the future Electron Ion Collider and discuss the role and interplay of nuclear PDFs with other branches of nuclear, particle, and astroparticle physics.