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Many physical and engineering systems deal with micro-, meso-, macro-, and multi-scale phenomena. The accurate description and the reliable simulation of such phenomena entail major challenges from the point of view of both mathematical modelling and computational engineering. This book covers a selection of challenges related to "Mathematical and Computational Modelling Across the Scales", stemming from the lecture notes of the XX edition of the Jacques-Louis Lions Spanish-French School in Numerical Simulations in Physics & Engineering. The thematic focus is broad, encompassing mathematical models of complex physical problems, theoretical results on their derivation, and development of numerical methods for their efficient simulation. The contributions of the book include: uncertainty quantification for phenomena at different scales such as epidemic dynamics, medical imaging, and geophysical exploration; structural health monitoring integrating small-scale sensor data in large-scale computational models; frontier numerical methods for the simulation of geophysical and heliophysical dynamics accounting for multi-scale, heterogeneous media; multi-physics, multi-scale models for the mechanobiology of atheroma plaques formation; locomotion models for swimming at the micro-scale; mathematical foundations of quantum mechanics phenomena at the micro-scale. The book is addressed to scientists and engineers, from both academia and industry, interested in the mathematical modelling and numerical simulation of a variety of complex systems in physics and engineering characterised by multiple scales.