We present the asymptotic transitions from microscopic to macroscopic physics, their computational challenges and the Asymptotic-Preserving (AP) strategies to efficiently compute multiscale physical problems. Specifically, we will first study the asymptotic transition from quantum to classical mechanics, from classical mechanics to kinetic theory, and then from kinetic theory to hydrodynamics. We then review some representative AP schemes that mimic, at the discrete level, these asymptotic transitions, hence can be used crossing scales and, in particular, capture the macroscopic behavior without resolving numerically the microscopic physical scale.