Block copolymer (BCP) self-assembly provides access to well-ordered nanostructures with tunable morphologies on a typical length scale of 5 - 50 nm. A unique approach combining BCP self-assembly and non-solvent induced phase separation (SNIPS) allows direct formation of graded porous superstructures that can be used in various applications. The graded superstructure is composed of a uniform mesoporous surface layer of ~ 100 nm thickness on top of a spongelike macroporous support layer of tens of micrometers in thickness. It has been utilized to make ultrafiltration membranes for water treatment and selective separation. In the first part, further development on SNIPS polymeric membranes is discussed. In situ grazing incidence small-angle X-ray scattering (GISAXS) was employed to study the structure evolution on doctor-bladed BCP films for membrane purposes. Transient ordered structures were observed during solvent evaporation, providing insights into the membrane formation mechanism. This method serves as a predictive tool and offers the potential to optimize the key parameters for SNIPS membrane production. By incorporating additives in the BCP self-assembly, the CNIPS (co-assembly and non-solvent induced phase separation) process is developed. CNIPS provides a new self-assembly platform upon which multifunctional and high-performance membranes can be formed. For example, an inexpensive small organic additive glycerol was successfully incorporated in membrane fabrication at various amounts. These CNIPS polymeric membranes have wide tunable pore sizes and provide a pathway to expand from ultrafiltraion towards nanofiltraion applications. In the second part, the discussion moves from purely polymeric structures towards organic-inorganic hybrid and purely inorganic graded porous structures. These hybrid/inorganic materials enable advanced membranes and a lot of other applications. To include additional functionalities, the CNIPS method was employed to introduce inorganic nanoparticles into the membranes. For example, a graded porous organic-inorganic hybrid membrane was achieved successfully by incorporating BCP and inorganic TiO2 sol nanoparticles through CNIPS. Hybrid membranes were reported to have significant increase in the permeability compared to plain polymeric membranes. Templating from SNIPS derived BCP structures, graded porous carbon, metal, and metal oxide materials were synthesized. We expect that such nanostructured porous inorganic materials may find use in applications such as separation, catalysis, biomedical implants, as well as energy conversion and storage.