High-bandwidth nano-positioning stages (NPSs) have boosted the advancement of modern ultra-precise, ultra-fast measurement and manufacturing technologies owing to their fast dynamics, high stiffness and nanometer resolution. However, the nonlinear actuation, mechanical vibrational dynamics and multi-axis cross-coupling effect of high-bandwidth NPSs bring severe challenges for their design, modeling and control. Therefore, various state-of-the-art works have been reported over the past decades to deal with these challenges. This article provides a comprehensive review of high-bandwidth NPSs, which covers four representative aspects including mechanical design, system modeling, parameters optimization and high-bandwidth motion control. Besides, the representative high-bandwidth NPSs applied to the atomic force microscope and fast tool servo are presented and highlighted. Through the complete design procedure of high-bandwidth NPSs, this review aims at offering a systemic solution based on current research improvements for achieving the high-speed, high-accuracy and high-resolution operation. Furthermore, the remaining difficulties as well as the potential developments are summarized and discussed.