Users around the world are getting the Android 5.0 update for their Nexus tablets and phones. The Nexus 9 and Nexus 6 are shipping with Android 5.0 out of the box, while older devices are lining up to get an OTA update.
Users of Nexus 5, Nexus 7 (both generations) and the Nexus 10 are getting the over-the-air update. You might have to be patient as Google sometimes takes time to update each device in every market, so the process can take a couple of weeks. If you purchased your device from a network carrier, the update might come a bit later, as usually carriers are doing some additional testing before they release the update.
The Nexus 4 is missing from the list. Google has already said that this phone will get the Android 5.0 update, but probably at later date. Google has released factory images of Android 5.0 Lollipop for the Nexus 5, 7, 10 and 9 and you can even flash them manually, but as you can imagine doing that will erase your data from the device.
It is interesting to see the official codenames as Google calls The Nexus Player "Fugu", Nexus 9 (Wi-Fi) is "Volantis", Nexus 5 (GSM/LTE) is "Hammerhead", Nexus 7  (Wi-Fi) is "Razor", Nexus 10 is "Mantaray", Nexus 7 (Wi-Fi) is "Nakasi" and all from the list above are getting Android 5.0.
You can tell that someone at Android team has a thing for fish and sushi in particular. The absence of the LTE version of Nexus 7 is not surprising as these version usually follow up shortly after the Wifi update.