In this review, the operating principles of the nano-impact test technique are described, compared and contrasted to micro- and macro-scale impact tests. Impact fatigue mechanisms are discussed, and the impact behaviour of three different industrially relevant coating systems has been investigated in detail. The coating systems are (i) ultra-thin hard carbon films on silicon, (ii) DLC on hardened tool steel and (iii) nitrides on WC-Co. The influence of the mechanical properties of the substrate and the load-carrying capacity (H3/E2) of the coating, the use of the test to simulate erosion, studies modelling the nano- and micro-impact test and performing nano- and micro-impact tests at elevated temperature are also discussed.