The order Nympheales consists of water-lilies and a couple of related families. Plants in this order, while still angiosperms (true flowering plants) are considered to reside on a separate evolutionary branch from dicots or monocots.
The water-lily family Nympheaceae originally included the lotus, but now has been split. Water-lilies, as just described, now have their own order Nympheales, on their own branch outside the dicots, but lotuses are still considered dicots, and are grouped with Protea on order Proteales.
Aquatic plants totally unrelated to true lilies. They rather resemble lotuses but are not related to them either.