Recent development of the multi-density integral equation approach and its application to the statistical mechanical modelling of a different type of association and clusterization in liquids are reviewed. The effects of pairing, polymerization, solvation, formation of the network bonds and selfassembling are discussed. The numerical and analytical solutions of the integral equations in the multi-density formalism are used for the description of the association phenomena in the electrolyte and polyelectrolyte solutions, water, polymers, microemulsions and other fluids. The application of the multi-density integral equation approach for the treatment of the percolation phenomena, the adsorption of fluids in porous media and the description of electronic structure of associative fluids are illustrated.