Magnetic materials can help to improve the performance of practical superconductors on the macroscale/microscale as magnetic diverters and also on the nanoscale as effective pinning centres. It has been established by numerical modelling that magnetic shielding of the filaments reduces AC losses in self-field conditions due to decoupling of the filaments and, at the same time, it increases the critical current of the composite. This effect is especially beneficial for coated conductors, in which the anisotropic properties of the superconductor are amplified by the conductor architecture. However, ferromagnetic coatings are often chemically incompatible with YBa(2)Cu(3)O(7) and (Pb,Bi)(2)Sr(2)Ca(2)Cu(3)O(9) conductors, and buffer layers have to be used. In contrast, in MgB(2) conductors an iron matrix may remain in direct contact with the superconducting core. The application of superconducting-magnetic heterostructures requires consideration of the thermal and electromagnetic stability of the superconducting materials used. On one hand, magnetic materials reduce the critical current gradient across the individual filaments but, on the other hand, they often reduce the thermal conductivity between the superconducting core and the cryogen, which may cause destruction of the conductor in the event of thermal instability. A possible nanoscale method of improving the critical current density of superconducting conductors is the introduction of sub-micron magnetic pinning centres. However, the volumetric density and chemical compatibility of magnetic inclusions has to be controlled to avoid suppression of the superconducting properties.