We report Monte Carlo studies of liquid crystal nucleation in two types of anisotropic colloidal systems: hard rods and hard ellipsoids. In both cases we find that nucleation pathways differ strongly from the pathways in systems of spherical particles. Short hard rods show an effect of self-poisoning. This part of the article is based on a previous publication [T. Schilling, D. Frenkel, Self-poisoning of crystal nuclei in hard-rod liquids, Phys. Rev. Lett. 92 (2004) 085505]. When a crystallite forms, its surfaces are covered preferentially by rods which align perpendicular to the surface. Therefore subsequent growth is stunted. Hard, almost spherical ellipsoids can be compressed to very high densities without crystallization-in contrast to hard spheres, which crystallize easily. When forced to crystallize, ellipsoids form very loosely aggregated nuclei. In both cases nucleation pathways are complex and it is therefore difficult to define an appropriate reaction coordinate. The common strategies of investigation of nucleation problems (i.e. definition of a coordinate and then sampling barrier crossing with well-known techniques) fail in these systems.