The review presents the analysis and generalization of classical and most modern approaches to the description and development of the principles of operation of open optical nanoresonators, that is, resonators, all sizes of which are smaller than the resonant wavelength of radiation in vacuum. Particular attention is paid to the physics of such phenomena as bound states in a continuum, anapole states, supercavity modes, and perfect nonradiating modes with extremely high-quality factors and localizations of electromagnetic fields. The analysis of the optical properties of natural oscillations in nanoresonators made of metamaterials is also presented in the review. The effects considered in this review are not purely fundamental, but can also find applications in the development of optical nanoantennas, nanolasers, biosensors, photovoltaic devices, and nonlinear nanophotonics.