Unexpected, yet useful functionalities emerge when two or more materials merge coherently. Artificial oxide superlattices realize atomic and crystal structures that are not available in nature, thus providing controllable correlated quantum phenomena. This review focuses on 4d and 5d perovskite oxide superlattices, in which the spin–orbit coupling plays a significant role compared with conventional 3d oxide superlattices. Modulations in crystal structures with octahedral distortion, phonon engineering, electronic structures, spin orderings, and dimensionality control are discussed for 4d oxide superlattices. Atomic and magnetic structures, Jeff = 1/2 pseudospin and charge fluctuations, and the integration of topology and correlation are discussed for 5d oxide superlattices. This review provides insights into how correlated quantum phenomena arise from the deliberate design of superlattice structures that give birth to novel functionalities.