In this perspective, we: (a) characterize the multiscale nature of the mechanical (plasticity, fracture, twinning, and phase transformations) and thermal behavior, as well as the mass transport behavior in a variety of materials with microstructure complexities; (b) examine the applicability of several representative experimental/computational techniques/approaches in identifying the mechanisms underlying the interface-dictated mechanical, thermal, and mass transport; (c) highlight the need for the development of multiscale methods that can address atomistic and continuum descriptions of materials within one framework, together with our preliminary attempts in this regard. This perspective, together with the relevant papers collected in this focus issue, will inspire researchers to further develop advanced theories, algorithms, and software implementation for bottom-up predictive simulation of the deformation, thermal, and diffusion behavior of advanced materials. Such methods can support the design and development of materials with desired combinations of properties, for example high strength/ductility/toughness, low/high thermal/ionic conductivity, corrosion-/irradiation-resistance.