Poor penetration of anticancer drags into solid tumors significantly limits their efficacy. This phenomenon has long been observed for small-molecule chemotherapeutics, and it can be even more pronounced for nanoscale therapies. Nanoparticles have enormous potential for the treatment of cancer due to their wide applicability as drug delivery and imaging vehicles and their size-dependent accumulation into solid tumors by the enhanced permeability and retention (EPR) effect. Further, synthetic nanoparticles can be engineered to overcome barriers to drag delivery. Despite their promise for the treatment of cancer, relatively little work has been done to study and improve their ability to diffuse into solid tumors following passive accumulation in the tumor vasculature. In this review, we present the complex issues governing efficient penetration of nanoscale therapies into solid tumors. The current methods available to researchers to study nanoparticle penetration into malignant tumors are described, and the most recent works studying the penetration of nanoscale materials into solid tumors are summarized. We conclude with an overview of the important nanoparticle design parameters governing their tumor penetration, as well as by highlighting critical directions in this field.