Amorphous materials are ubiquitous and widely used in human society, yet their structures are far from being fully understood. Metallic glasses, a new class of amorphous materials, have attracted a great deal of interests due to their exceptional properties. In recent years, our understanding of metallic glasses increases dramatically, thanks to the development of advanced instrumentation, such as in situ x-ray and neutron scattering. In this article, we provide a brief review of recent progress in study of the structure of metallic glasses. In particular, we will emphasize, from the scattering perspective, the multiscale structures of metallic glasses, i.e., short-to-medium range atomic packing, and phase transitions in the supercooled liquid region, e.g., crystallization and liquid-to-liquid phase transition. We will also discuss, based on the understanding of their structures and phase stability, the mechanical and magnetic properties of metallic glasses.