Oxide nanoelectronics is a rapidly growing field which seeks to develop novel materials with multifunctional behavior at nanoscale dimensions. Oxide interfaces exhibit a wide range of properties that can be controlled include conduction, piezoelectric behavior, ferromagnetism, superconductivity and nonlinear optical properties. Recently, methods for controlling these properties at extreme nanoscale dimensions have been discovered and developed. Here are described explicit step-by-step procedures for creating LaAlO3/SrTiO3 nanostructures using a reversible conductive atomic force microscopy technique. The processing steps for creating electrical contacts to the LaAlO3/SrTiO3 interface are first described. Conductive nanostructures are created by applying voltages to a conductive atomic force microscope tip and locally switching the LaAlO3/SrTiO3 interface to a conductive state. A versatile nanolithography toolkit has been developed expressly for the purpose of controlling the atomic force microscope (AFM) tip path and voltage. Then, these nanostructures are placed in a cryostat and transport measurements are performed. The procedures described here should be useful to others wishing to conduct research in oxide nanoelectronics.