Advances in polymer synthesis have enabled access to a vast array of multiblock polymer architectures, with rich opportunities for designing multiple functionalities into a single self-assembled material. Examples using three monomers (colors) are shown in the upper panel. However, even for three ingredients the number of possible combinations is so large that conventional strategies for predicting block polymer structure are inadequate. This review article examines how careful selection of block number and sequence can yield new structures in a systematic way (see lower panel for an example), and identifies new theoretical approaches for exploring the most promising candidates. Such materials could have impact across a plethora of technologies, ranging from portable energy storage to biomedicine.