Electrochemical water splitting is crucial for sustainable energy, enabling hydrogen fuel conversion, storage, and energy transfer. This review focuses on innovative approaches to replace costly precious metal catalysts with earth-abundant elements, known for their high catalytic activity and durability in alkaline hydrogen evolution reactions. Designing self-supporting electrodes, particularly using three-dimensional (3D) nickel foam (NF) substrates, has emerged as an effective strategy to enhance electrocatalyst performance and stability. The continuous porous structure of 3D NF ensures excellent electrical conductivity and a larger active surface area. This review extensively catalogs emerging nanostructured materials directly grown on 3D NF, including sulfides, phosphides, layered double hydroxides, nitrides, oxides, selenides, and alloys. Emphasis is placed on their cutting-edge achievements in structural design, controllable synthesis, performance optimization, and elucidation of catalytic mechanism. These insights facilitate the selection and fabrication of high-performance self-supporting electrodes, accelerating the commercialization and scalability of water electrolysis technology.