Block copolymers with diverse compositions and topologies can self-assemble into multi-hierarchical structures, yielding materials with a wide range of functional properties. By adjusting external stimuli such as temperature, solvent polarity, mechanical force, and light exposure, these polymers form various nanostructures—including nanocrystals, micelles, and vesicles in solution; spherical, cylindrical, and lamellar microphases in bulk; and even “fractal” morphologies at interfaces. These hierarchical materials exhibit tailored functionality based on molecular design, enabling broad applications in nanomedicine, electronic devices, optical elements, and catalytic systems. In this review, we first summarize synthetic strategies for block copolymers with varying compositions and architectures. We then discuss their self-assembly behaviors and resulting nanoscale morphologies in bulk, solution, and interfacial environments. Several representative examples of assembled block copolymer systems and their practical applications are highlighted. Finally, we offer perspectives on future developments in the fabrication and application of block copolymer-based nanomaterials. This review provides an overview of strategies and examples for constructing precision nanostructures via block copolymer self-assembly, aiming to inspire further advances in nanomanufacturing technologies.