X-ray reflectivity (XRR) is a powerfull tool for investigations on surface and interface structures of multilayered thin film materials. In the conventional XRR analysis, the X-ray reflectivity has been calculated based on the Parratt formalism, accounting for the effect of roughness by the theory of Nevot-Croce conventionally. However, the calculated results have shown often strange behaviour where interference effects would increase at a rough surface. The strange result had its origin in a serious mistake that the diffuse scattering at the rough interface was not taken into account in the equation. Then we developed new improved formalism to correct this mistake. However, the estimated surface and interface roughnesses from the x-ray reflectivity measurements did not correspond to the TEM image observation results. For deriving more accurate formalism of XRR, we tried to compare the measurements of the surface roughness of the same sample by atomic force microscopy (AFM), high-resolution Rutherford backscattering spectroscopy (HRBS) and XRR. The results of analysis showed that the effective roughness measured by XRR might depend on the angle of incidence. Then we introduced the effective roughness with depending on the incidence angle of X-ray. The new improved XRR formalism derived more accurate surface and interface roughness with depending on the size of coherent X-rays probing area, and derived the roughness correlation function and the lateral correlation length. In this review, an improved XRR formalism, considering the diffuse scattering and the effective roughness, is presented. The formalism derives an accurate analysis of the x-ray reflectivity from a multilayer surface of thin film materials.