Polymer materials are multiscale systems by definition. Already the description of a single macromolecule involves a multitude of scales, and cooperative processes in polymer assemblies are governed by their interplay. Polymers have been among the first materials for which systematic multiscale techniques were developed, yet they continue to present extraordinary challenges for modellers. In this Perspective, we review popular models that are used to describe polymers on different scales and discuss scale-bridging strategies such as static and dynamic coarse-graining methods and multiresolution approaches. We close with a list of hard problems which still need to be solved in order to gain a comprehensive quantitative understanding of polymer systems.