Micro-/nano additive manufacturing (μnAM) is enabling three-dimensional architected structures with sub-micrometer features. Yet, a coherent view that links process platforms, multi-material design strategies, scale-dependent properties, and device performance is still emerging. This review consolidates recent progress in μnAM with an emphasis on its multi-material capabilities. We first outline the main technology families, spanning transformation-based assembly, micro powder-bed fusion, extrusion, jetting, and photopolymerization, and highlight their characteristic length scales, material windows, and throughput. We then compare strategies for combining polymers, metals, and inorganic non-metals, including template- and precursor-mediated routes as well as the directed assembly of nanoparticles and nanocrystals toward “any-material” voxel design. Building on this, we analyze how micro-/nanoscale architecture and interfaces govern mechanical, optical, interfacial, electrical, piezoelectric properties, and collective robotic behaviors, and map these structure–processing–property relationships onto emerging applications in optical devices, micro-/nano sensors, and micro-/nanorobots. Finally, we outline key challenges and research directions toward high-throughput, robust, and industrially relevant multi-material μnAM.