On-chip nanophotonic devices are a class of devices capable of controlling light on a chip to realize performance advantages over ordinary building blocks of integrated photonics. These ultra-fast and low-power nanoscale optoelectronic devices are aimed at high-performance computing, chemical, and biological sensing technologies, energy-efficient lighting, environmental monitoring and more. They are increasingly becoming an attractive building block in a variety of systems, which is attributed to their unique features of large evanescent field, compactness, and most importantly their ability to be configured according to the required application. This review summarizes recent advances of integrated nanophotonic devices and their demonstrated applications, including but not limited to, mid-infrared and overtone spectroscopy, all-optical processing on a chip, logic gates on a chip, and cryptography on a chip. The reviewed devices open up a new chapter in on-chip nanophotonics and enable the application of optical waveguides in a variety of optical systems, thus are aimed at accelerating the transition of nanophotonics from academia to the industry.