Lollipop is reaching out to Nexus 5, 6, 7, 9 and 10. The OTAs have already started rolling out and most Nexus devices are getting their due share of joy while Nexus 9 is getting a small bug fix update.
Of course, as with all big updates, this one will take a few days to reach all devices out there, so be patient. The mobile data versions for the Nexus 7 (versions 2012 and 2013) will take a while to rollout to all devices too, and there is no news on the Nexus 4 update yet.
We will let you know when the update ZIPs will be available for you to manually update your device. Be sure to have an unlocked bootloader or use ADB to manually update. If your device is running on a custom ROM or a developer preview, you will have to get back to stock Android before updating.