Nanostructured materials (NSM) belong to a completely new class of materials with important characters, covering a wide field of applications in the near future. Their properties come from peculiar features of their structure. The NSMs consist of small crystalline grains (CG) the order of a few nanometers. There are large amount (about 50%) of atoms in defect positions near the boundaries of the CGs, called the interfacial component (IC). Compositions of both the nm-sized IC and CGs yield different characteristic properties of NSMs from those of usual bulk materials. To develop advanced sharp, functional materials, we need to study the fundamental rules of their behavior by means of both field-theoretical (FT) and microcanonical-MetropolisMonte Carlo (M3C) methods. In two dimensional (2D) and 3D NSMs the following main characteristics were derived: (1) structural properties and their intelligent control, (2) behavior of annealing, i.e., temperature-cycle, (3) the hysteresis phenomena, and (4) nonequilibrium behavior of the hierarchically metastable states and their intelligent control. Here control-mechanisms of grain interface were also found.