Over the past decade, a variety of powerful multiple testing procedures have been developed for the analysis of clinical trials with multiple clinical objectives based, for example, on several endpoints, dose-placebo comparisons and patient subgroups. Sample size and power calculations in these complex settings are not straightforward and, in general, simulation-based methods are used. In this paper, we provide an overview of power evaluation approaches in the context of clinical trials with multiple objectives and illustrate the key principles using case studies commonly seen in the development of new therapies.