Various multiscale methods are reviewed in the context of modelling mechanical and thermo-mechanical responses of composites. They are developed both at the material level and at the structural analysis level, considering sequential or integrated kinds of approaches. More specifically, such schemes like periodic homogenization or mean field approaches are compared and discussed, especially in the context of non linear behaviour. Some recent developments are considered, both in terms of numerical methods (like FE2) and for more analytical approaches based on Transformation Field Analysis, considering both the homogenization and relocalisation steps in the multiscale methodology. Several examples are shown