Today’s thermodynamics is largely based on the combined law for equilibrium systems and statistical mechanics derived by Gibbs in 1873 and 1901, respectively, while irreversible thermodynamics for nonequilibrium systems resides essentially on the Onsager Theorem as a separate branch of thermodynamics developed in 1930s. Between them, quantum mechanics was invented and was quantitatively solved in terms of density functional theory (DFT) in 1960s. These three scientific domains operate based on different principles and are very much separated from each other. In analogy to the parable of the blind men and the elephant articulated by Perdew, they individually represent different portions of a complex system and thus are incomplete by themselves alone, resulting in the lack of quantitative agreement between their predictions and experimental observations. Over the last two decades, the author’s group has developed a multiscale entropy approach (recently termed as zentropy theory) that integrates DFT-based quantum mechanics and Gibbs statistical mechanics and is capable of accurately predicting entropy and free energy of complex systems. Furthermore, in combination with the combined law for nonequilibrium systems developed by Hillert, the author developed the theory of cross phenomena beyond the phenomenological Onsager Theorem. The zentropy theory and theory of cross phenomena jointly provide quantitative predictive theories for systems from electronic to any observable scales as reviewed in the present work.