The combination of colloidal lithography and glancing angle deposition facilitates a new powerful fabrication technique – shadow sphere lithography (SSL), which can greatly expand the variety and complexity of nanostructures fabricated using simple evaporation and colloidal monolayer templates. Their applications have been widely investigated in plasmonics and associated fields. Here, we present an overview of the principle of SSL, followed by different strategies of utilizing SSL to design various nanostructures by changing the nanosphere monolayer masks, deposition configurations, different ways to combine deposition and etching, etc. Typical nanostructures fabricated by SSL, including nanorods on nanospheres, patchy nanospheres, nanotriangles, nanoring, nanocrescents, etc., are introduced. Recent optical applications of these plasmonic nanostructures are also summarized. It is expected that this review will inspire more ingenious designs of plasmonic nanostructures by SSL for advanced and smart applications.