Recent progress in nanofabrication and additive manufacturing have facilitated the building of nanometer-scale three-dimensional structures, that promise to lead to an emergence of new functionalities within a number of fields, compared to state-of-the-art two dimensional systems. In magnetism, the move to three-dimensional systems offers the possibility for novel magnetic properties not available in planar systems, as well as enhanced performance, both of which are key for the development of new technological applications. In this review paper we will focus our attention on three-dimensional magnetic systems and how their magnetic configuration can be retrieved using X-ray magnetic nanotomography. We will start with an introduction to magnetic materials, and their relevance to our everyday life, along with the growing impact that they will have in the incoming years in, for example, reducing energy consumption. We will then briefly introduce common methods used to study magnetic materials, such as electron holography, neutron and X-ray imaging. In particular, we will focus on X-ray magnetic circular dichroism and how it can be used to image magnetic moment configurations. As a next step we will introduce tomography for three-dimensional imaging, and how it can be adapted to study magnetic materials. Particular attention will be given to explaining the reconstruction algorithms that can be used to retrieve the magnetic moment configuration from the experimental data, as these represent one of the main challenges so far, as well as the different experimental geometries that are available. Recent experimental results will be used as specific examples to guide the reader through each step in order to make sure that the paper will be accessible for those interested in the topic that do not have a specialized background on magnetic imaging. Finally, we will describe the future prospects of such studies, identifying the current challenges facing the field, and how these can be tackled. In particular we will highlight the exciting possibilities offered by the next generation of synchrotron sources which will deliver diffraction limited beams, as well as with the extension of well-established methodologies currently implemented for the study of two-dimensional magnetic materials to achieve higher dimensional investigations.