Water, energy, and food are lifelines for modern societies. The continuously rising world population, growing desires for higher living standards, and inextricable links among the three sectors make the water-energy-food (WEF) nexus a vibrant research pursuit. For the integrated delivery of WEF systems, quantifying WEF connections helps understand synergies and trade-offs across the water, energy, and food sectors, and thus is a critical initial step toward integrated WEF nexus modeling and management. However, current WEF interconnection quantifications encounter methodological hurdles. Also, existing calculation results are scattered across a wide collection of studies in multiple disciplines, which increases data collection and interpretation difficulties. To advance robust WEF nexus quantifications and further contribute to integrated WEF systems modeling and management, this study: (i) summarizes the estimate results to date on WEF interconnections; (ii) analyzes methodological and practical challenges associated with WEF interconnection calculations; and (iii) points out opportunities for enabling robust WEF nexus quantifications in the future.