Monolayers composed of colloidal nanoparticles, with a thickness of less than ten nanometers, have remarkable mechanical strength and can suspend over micron-sized holes to form free-standing membranes. In this thesis, I discuss experiments probing the tensile strength, bending stiffness and thermal-mechanical properties of these self-assembled nanoparticle sheets. The fracture behavior of monolayers and multilayers is investigated by attaching them to elastomer substrates which are then stretched. For different applied strain, the fracture patterns are imaged down to the scale of single particles. The resulting detailed information about the crack width distribution allows us to relate the measured overall tensile strength to the distribution of local bond strengths within a layer. I then demonstrate how these membranes can be curled up into hollow scrolls that make it possible to extract both bending and stretching moduli from indentation by atomic force microscopy. I find a bending modulus 2 orders of magnitude larger than predicted by continuum elasticity, an enhancement I associate with nonlocal microstructural constraints. Finally I explored the thermal-mechanical dependence of these membranes and found their mechanical properties can be controlled by temperature and humidity, a result of molecular scale ligand configuration changes. The membranes’ ability to stretch, bend, roll up into scrolls and respond to environmental changes not only offer possibilities for a variety of applications including filtration devices and environmental sensors, but also provide better understandings of elasticity theory at a new length scale.