Multiscale modeling that combines different time and length scales, as well as different physics, in a single model has been the subject of much current research. This talk presents an overview of multiscale modeling and then focuses on its application to epitaxial growth of thin films. We describe growth models at three different scales: Monte Carlo atomistic models, island dynamics models and continuum models. The atomistic models include random deposition and hopping of atoms on a lattice. Island dynamics models are coarse-grained in the lateral directions, but are atomistically discrete in the growth direction. They describe step edges and island boundaries as continuous curves. Continuum models are coarse-grained in all directions and describe the epitaxial surface through a continuous height function. Connections between these models are a principal goal of mathematical materials science. This talk present recent results by the speaker and others on surface diffusion, line tension and nonlinear continuum models.