Cyclodextrins, cyclic oligosaccharides composed of five or more α-D-glucopyranoside units linked by α-1,4 glycosidic bonds, are widely used both in their native forms as well as the components of more sophisticated materials. Over the last 30 years, solid-state nuclear magnetic resonance (ssNMR) has been used to characterize cyclodextrins (CDs) and CD-including systems, such as host–guest complexes or even more sophisticated macromolecules. In this review, the examples of such studies have been gathered and discussed. Due to the variety of possible ssNMR experiments, the most common approaches have been presented to provide the overview of the strategies employed to characterize those useful materials.