The review discusses the details of various materials mechanical behavior in submicro- and nanoscale. Significant advances in this scope result from the development of wide family of load based precise nanotesting techniques called nanoindentation. But nowadays, nanomechanical properties are studied not only by nanoindentation techniques in narrow sense, i.e. local loading of macro, micro and nanoscale objects. Nanomechanical load testing is discussed here within a wider scope employing precise deformation measurement with nanometer scale resolution caused by various types of low load application to the object under study including uniaxial compression or extension, shearing, bending or twisting, optionally accompanied by in situ monitoring sample microstructure using scanning and transmission electron microscopy and Laue microdiffraction technique. The main courses of experimental techniques development in recent ten years along with the results obtained using them in single, poly and nano crystalline materials, composites, films and coatings, amorphous solids and such biomaterials as tissues, living cells and macromolecules are described. Special attention is paid to deformation size effects and atomic mechanisms in nanoscale. This review is a natural continuation and development of the review published at Fiz.Tverd.Tela vol.50, issue 12, 2008 of the same author that discusses details of nanomechanical properties of solids. Current review includes wider range of nanomechanical testing concepts and recent achievements in the scope. The work was supported by RFBR grant for project #19-12-50235.