Methods include applying an electric charge to a coating material that includes carbon nanotubes and a carrier, such as paint, and depositing the electrically charged coating material to a substrate. In some methods, the applying includes utilizing an electrostatic sprayer. In some methods, the substrate is isolated from ground during the depositing. In some methods, the substrate is an insulator. Some methods result in regions of carbon nanotubes that are substantially longitudinally aligned after the depositing. Coated substrates may include a coating with carbon nanotubes that are substantially longitudinally aligned. Aircraft, spacecraft, land vehicles, marine vehicles, wind turbines, and apparatuses that may be susceptible to lightning strikes or other types of electromagnetic effects and that include a coated substrate also are disclosed.