Maxwell's equations are valid from the atomic to intergalactic length scales. Hence, features at various spatial or temporal scales may all be significant in electromagnetic (EM) problems of interest and may affect the results of multiscale modeling and simulation in computational electromagnetics (CEM). Solving electromagnetic problems that involve multiscale structures efficiently is challenging and is of growing interest in CEM. In recent decades, various approaches have been proposed for addressing the multiscale issue of electrically large problems. These methods can be roughly categorized into three types: the “geometry‐based,” “algebra‐based,” and “physics‐based” approaches. In this chapter, we introduce these three representative approaches for modeling multiscale problems in CEM: (1) the discontinuous Galerkin integral equation method (DGIE), which is a general domain decomposition framework for dealing with structures with mesh nonconformity; (2) the nested dissection accelerated H‐LU‐based fast direct solver for sparse matrices, which is used to construct effective preconditioners; and (3) the resistive sheet boundary condition‐based hybrid finite element‐boundary integral‐multilevel fast multipole algorithm (FE–BI–MLFMA), which can simulate electromagnetic field interactions with microwave‐absorbing honeycomb structures efficiently. After we present the formulation for each approach, we present examples to demonstrate its accuracy, capability, and performance.