The impact of intracellular spatial organization beyond classical compartments on processes such as cell signaling is increasingly recognized. A quantitative, mechanistic understanding of cellular systems therefore needs to account for different scales in at least three coordinates: time, molecular abundances, and space. Mechanistic mathematical models may span all these scales, but corresponding multi-scale models need to resolve mechanistic details on small scales while maintaining computational tractability for larger ones. This typically results in models that combine different levels of description: from a microscopic representation of chemical reactions up to continuum dynamics in space and time. We highlight recent progress in bridging these model classes and outline current challenges in multi-scale models such as active transport and dynamic geometries.