In this talk, we will introduce our recent advances in multiphysics modeling and multiscale algorithms in some essential fields such as hypersonic speed aircrafts, integrated circuits, lithium batteries and so on. We first talk about their multiphysical and multiscale characteristics and introduce their fundamental mathematical models. Second, we will focus on discussing the multiscale algorithms and theoretical analysis in the multiphysical coupled problems of hypersonic speed aircrafts, the electrothermic coupled problems of integrated circuits and the electrochemical and mechanical coupled models of lithium batteries in turn. Finally, some typical applications and some unsolved problems are presented.