Blood vessels provide a vital function of distributing blood in our body, and many life-threatening diseases are related to their dysfunction. In this chapter, the complexity of blood vessels and the need of heterogeneity and multi-scale modelling are demonstrated through three case studies. First, the heterogeneity of large arteries—in both their geometry and biomechanical properties—is investigated. The ex vivo and in vivo datasets are linked by using the Bayesian framework to uncover the correlations between the various parameters and vascular diameters and stresses. Second, the biochemical regulation in cerebral arteries is modelled using a signalling network coupled with a biomechanical model. The results show how the blood flow in cerebral arteries is controlled using biochemical mechanisms. Thirdly, the effect of drugs on coronary arteries during percutaneous intervention is examined using diffusion-advection-reaction model coupled with models for mechanics and growth of arteries. Even though significant progress has been made in recent decades, many open questions still remain in this field. Large ex vivo and in vivo datasets combined with mathematical, computational, and statistical modelling are required to answer these and thereby improve the diagnoses and treatment of vascular diseases.