Double-and triple-walled carbon nanotubes (DWNTs and TWNTs) consist of coaxially-nested two and three single-walled carbon nanotubes (SWNTs). They act as the geometrical bridge between SWNTs and multi-walled carbon nanotubes (MWNTs), providing an ideal model for studying the coupling interactions between different shells in MWNTs. Within this context, this article comprehensively reviews various synthetic routes of DWNTs' and TWNTs' production, such as arc discharge, catalytic chemical vapor deposition and thermal annealing of pea pods (i.e., SWNTs encapsulating fullerenes). Their structural features, as well as promising applications and future perspectives are also discussed.