Laser powder bed fusion (LPBF) additive manufacturing has been advancing in the fabrication of metallic multi-material structures with intricate structures and refined material layouts. Herein, a comprehensive review of the recent achievements of multi-material structures via LPBF is provided in terms of interface characteristics and strengthening methods, critical technical issues and potential applications. It begins with the introduction of multi-material structures and the scope of the review. The interface characteristics (including representative multi-material types printed by LPBF, interfacial microstructure, defects, etc.) and strengthening methods of multi-material structures are then presented. Thereafter, the critical technical issues in LPBF for multi-material structures are discussed with regard to equipment development, data preparation, thermodynamic calculation and process simulation, and powder cross-contamination and recycling. Moreover, the potential applications (particularly in biomedical, electronic, aerospace) are illustrated and discussed. Finally, the outlook is outlined to provide guidance for future research.