Thiophosphate compounds have been studied extensively in the past for their rich structural variations and for a large variety of interesting properties. Here, we report 11 new phases with the composition ALnP2S6 (A = Na, K, Rb, Cs; Ln = lanthanide). These new thiophosphates crystallize in four different structure types, with the space groups Fdd2, P1̅, P21, and P21/c, respectively. All phases are insulating and the calculated band gaps range between 3 eV and 3.5 eV. Magnetic measurements on the compounds with open f-shells show paramagnetic behavior and magnetic moments that match the expected free ion values of the respective lanthanide cations. We present a structural stability phase diagram for the ALnP2S6 family of compounds, which reveals a clear relationship between ionic radii and the preferred crystal structure, as well as stability regions to form ALnP2S6-type phases.