Classical nucleation theory (CNT), which was established about 90 years ago, has been very successful in many research fields, and continues to be the most commonly used theory in describing the nucleation process. For a fluid-to-solid phase transition, CNT states that the solute molecules in a supersaturated solution reversibly form small clusters. Once the cluster size reaches a critical value, it becomes thermodynamically stable and favored for further growth. One of the most important assumptions of CNT is that the nucleation process is described by one reaction coordinate and all order parameters proceed simultaneously. Recent studies in experiments, computer simulations and theory have revealed nonclassical features in the early stage of nucleation. In particular, the decoupling of order parameters involved during a fluid-to-solid transition leads to the so-called two-step nucleation mechanism, in which a metastable intermediate phase (MIP) exists between the initial supersaturated solution and the final crystals. Depending on the exact free energy landscapes, the MIPs can be a high density liquid phase, mesoscopic clusters, or a pre-ordered state. In this review, we focus on the studies of nonclassical pathways in protein crystallization and discuss the applications of the various scenarios of two-step nucleation theory. In particular, we focus on protein solutions in the presence of multivalent salts, which serve as a model protein system to study the nucleation pathways. We wish to point out the unique features of proteins as model systems for further studies.