Increasing demand for natural resources, most of which are not renewable, changing climates and technologies, urbanisation, growing populations, societal demand and inequalities, globalisation and other megatrends are putting pressure on natural resources in the United Nations Economic Commission for Europe (ECE) Region and elsewhere. There are many complex policy issues and difficult choices to be made, which necessitate a comprehensive nexus approach that can address the many interactions and trade-offs involved. This is recognised at the international level where, amongst other things, the integrative character of the 2030 Agenda for Sustainable Development calls for an assessment of the linkages and complementarities but also of the possible conflicts that exist between different Sustainable Development Goals (SDGs) and targets. Many other policy instruments and commitments recognise the interlinkages between individual sectors. The Natural Resource Nexus emphasises the need not to view water, energy, food, land, and materials as separate entities but rather as being complex and inter-related. This approach is a way of ensuring more integrated and sustainable perspectives of natural resource management and use, beyond the traditional sectoral silos, which can be applied at all scales. It provides an opportunity to identify and prioritise cross-sectoral and integrative solutions. This publication reviews the situation, trends, challenges and main interactions for the five natural resources of the nexus – water, energy, food, land and materials – from the perspective of the ECE region. Three interlinkages which are very relevant to the Natural Resource Nexus, namely, statistics, transport and trade, both of which are addressed by major ECE subprogrammes, are also considered.