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A general multiscale theory for modeling heterogeneous materials is derived via a nested domain based virtual power decomposition. Three variations on the theory are proposed; a concurrent approach, a simplified hierarchical approach and a statistical power equivalence approach. Deformation at each scale of analysis is solved either (a) by direct numerical simulation (DNS) of the microstructure or (b) by higher order homogenization of the microstructure. If the latter approach is chosen, a set of multiscale homogenized constitutive relations must be derived. This is demonstrated using a computational cell modeling technique for a four scale metal alloy. In each variation of the theory, a transfer of information occurs between the scales giving a coupled formulation. The concurrent approach achieves a more comprehensive coupling than the hierarchical approach, making it more accurate for dynamic fast time scale simulations. The power equivalence approach is strongly coupled and is useful for performing larger scale simulations as the expensive multiple scale DNS boundary value problems are replaced with statistical higher order continua. Furthermore, these continua may be solved on a single spatial discretisation using an extended finite element framework, making the theory applicable within existing high performance computing codes.