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. We discuss experiments probing the tensile strength and bending stiffness 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. We then introduce two methods by which freestanding nanoparticle monolayers can be rolled up into hollow, tubular "nano-scrolls", either by electron beam irradiation during imaging with a scanning electron microscope or by spontaneous self-rolling. Indentation measurements on the nano-scrolls yield values for the bending stiffness that are significantly larger than expected from the response to stretching. The ability to stretch, bend, and roll up nanoparticle sheets offers new possibilities for a variety of applications, including sensors and mechanical transducers.