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Fluid flow in porous media is the key issue in the development of oil and gas reservoirs. The traditional fluid flow mechanics of porous media, which are based on the single-scale continuum hypothesis and Darcy’s law, play an important role in the development of oil and gas reservoirs. With the increasing exploration and development of fractured vuggy carbonate and unconventional oil and gas reservoirs, there are different voids with different spatial scales, including pores, fractures, and cavities. And the scale difference is up to 10 orders of magnitude, which impacts the fluid flow in real reservoirs. Usually, there are three different scales for a reservoir rock, i.e., the pore scale, the mesoscopic scale, and the macroscopic scale. Different methods are used to discover and obtain different fluid flow mechanisms at different scales. However, connecting these mechanisms at different scales is critical for getting a systematic macroscopic fluid flow theory. As a result, upscaling theory and multiscale methods are very important for real petroleum reservoirs. It just likes to string together each pearl of different scales to form a perfect necklace. This paper reviewed the recent research progress of multiscale methods for oil and gas flow in porous media. Some remarks were made, including pore-scale flow, macroscopic unconventional oil and gas flow, large-scale fractured vuggy carbonate oil and gas flow, and upscaling theory and multiscale methods.