An overview on photon echo spectroscopy under resonant excitation of the exciton complexes in semiconductor nanostructures is presented. The use of four-wave-mixing technique with the pulsed excitation and heterodyne detection allowed us to measure the coherent response of the system with the picosecond time resolution. It is shown that, for resonant selective pulsed excitation of the localized exciton complexes, the coherent signal is represented by the photon echoes due to the inhomogeneous broadening of the optical transitions. In case of resonant excitation of the trions or donor-bound excitons, the Zeeman splitting of the resident electron ground state levels under the applied transverse magnetic field results in quantum beats of photon echo amplitude at the Larmor precession frequency. Application of magnetic field makes it possible to transfer coherently the optical excitation into the spin ensemble of the resident electrons and to observe a long-lived photon echo signal. The described technique can be used as a high-resolution spectroscopy of the energy splittings in the ground state of the system. Next, we consider the Rabi oscillations and their damping under excitation with intensive optical pulses for the excitons complexes with a different degree of localization. It is shown that damping of the echo signal with increase of the excitation pulse intensity is strongly manifested for excitons, while on trions and donor-bound excitons this effect is substantially weaker.