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Cellulose nanocrystals (CNCs) self-assemble and can be flow-assembled to liquid crystalline orders in a water suspension. The orders range from nano- to macroscale with the contributions of individual crystals, their micron clusters, and macroscopic assemblies. The resulting hierarchies are optically active materials that exhibit iridescence, reflectance, and light transmission. Although these assemblies have the potential for future renewable materials, details about structures on different hierarchical levels that span from the nano- to the macroscale are still not unraveled. Rheological characterization is essential for investigating flow properties; however, bulk material properties make it difficult to capture the various length-scales during assembly of the suspensions, for example, in simple shear flow. Rheometry is combined with other characterization methods to allow direct analysis of the structure development in the individual hierarchical levels. While optical techniques, scattering, and spectroscopy are often used to complement rheological observations, coupling them in situ to allow simultaneous observation is paramount to fully understand the details of CNC assembly from liquid to solid. This Review provides an overview of achievements in the coupled analytics, as well as our current opinion about opportunities to unravel the structural distinctiveness of cellulose nanomaterials.