This review covers recent studies on the characterization of the dynamics of lipidic nanostructures formed via self-assembly processes. The focus is placed on two main topics: First, an overview of advanced experimental small-angle X-ray scattering (SAXS) setups combined with various sample manipulation techniques including, for instance, stop-flow mixing or rapid temperature-jump perturbation is given. Second, our recent synchrotron SAXS findings on the dynamic structural response of gold nanoparticle-loaded vesicles upon exposure to an ultraviolet light source, the impact of rapidly mixing negatively charged vesicles with calcium ions, and in situ hydration-induced formation of inverted-type liquid-crystalline phases loaded with the local anesthetic bupivacaine are summarized. These in situ time-resolved experiments allow real-time monitoring of the dynamics of the structural changes and the possible formation of intermediate states in the millisecond to second range. The need for investigating self-assembled systems, mainly stimuli-responsive drug nanocarriers, under nonequilibrium conditions is discussed. For pharmaceutically relevant applications, it is essential to combine these investigations with appropriate in vitro and in vivo studies.