Although produced from simple monomers that contain just carbon and hydrogen, polyolefin have complex molecular structures that are characterized by distributions in molar mass, chemical composition, and branching. Accordingly, a variety of advanced analytical techniques are needed for the comprehensive characterization of the molecular heterogeneity of polyolefins. These include different fractionation, spectroscopic, and thermal analysis methods.Very frequently, method couplings such as two-dimensional liquid chromatography or the coupling of crystallization-and column-based techniques are required. This review presents the current state of the art in multidimensional analysis of complex polyolefins. It discusses methods for bulk analysis as well as different analytical and preparative fractionation protocols. For different types of polyolefins it is shown that a preparative fractionation according to chemical composition/branching or molar mass helps to reduce the molecular complexity of the sample. Sample libraries can be obtained that may have narrow distributions regarding one molecular parameter. A detailed investigation of such library samples regarding other (broadly distributed) molecular parameters helps to fully explore the molecular heterogeneity of a complex sample.