We have been using first principles methods, molecular simulation, meso-scale approaches and hybrid atomic-continuum techniques to characterize the nanometer-scale structure, stability and mechanical properties of a number of nanostructured systems. These systems include nanostructured metals stabilized by solute segregation to grain boundaries, nano-scale precipitates in advanced aluminum-copper alloys, asperity contacts under electro-magnetic loading, nanostructured thermites, and high entropy oxides and borides. This talk will include a brief overview of the computational challenges associated with these systems, followed by recent results on the properties of interfaces between ordered and disordered sublattices in high entropy oxides, nitride and borides. These advanced materials are being explored for ultra-high temperature applications, which require not only high melting temperatures, but also mechanical and phase stability as well high thermal conductivity and resistance to thermal shock. This work is supported by the Office of Naval Research through a Multi-Disciplinary University Research Initiative.