In standard diffraction experiments, ensembles of objects are characterized yielding averaged, statistical properties (meaningful only if the ensemble is monodisperse). Focused x-ray beams are used here to localize single nanostructures, identifying and probing individual objects one by one. In a scanning mode, a 2-dimensional image of the sample is recorded, which allows the reproducible alignment of a specific nanostructure for analysis. The x-ray scattered signal is analyzed and modelled, to give access to the shape, strain and composition inside the single object with sub-micron resolution. Combination of x-ray microdiffraction technique with other micro-probe experiments on the very same individual object (simultaneous coupling of x-ray diffraction measurements with atomic force microscopy (AFM)) is also shown; we prove the possibility to interact with the objects and to address elastic properties for individual nano-structures out of an ensemble.