With the advances in fabrication of materials with feature sizes at the order of nanometers, it has been possible to alter their thermal transport properties dramatically. Miniaturization of device size increases the power density in general, hence faster electronics require better thermal transport, whereas better thermoelectric applications require the opposite. Such diverse needs bring new challenges for materials design. Shrinkage of length scales has also changed the experimental and theoretical methods to study thermal transport. Not surprisingly, novel approaches has emerged to control phonon flow. Besides, ever increasing computational power is another driving force for developing new computational methods. In this review, we discuss three methods developed for computing vibrational thermal transport properties of nano-structured systems, namely Green function, quasi-classical Langevin, and Kubo-Green methods. The Green function methods are explained using both nonequilibrium expressions and the Landauer-type formula. The partitioning scheme, decimation techniques and surface Green functions are reviewed, also a simple model for reservoir Green functions is shown. The expressions for the Kubo-Greenwood method are derived, and Lanczos tridiagonalization, continued fraction and Chebyshev polynomial expansion methods are discussed. Additionally, the quasi-classical Langevin approach, which is useful for incorporating phonon-phonon and other scatterings is summarized.