The advent of robust, reliable and accurate higher order Godunov schemes for many of the systems of equations of interest in computational astrophysics has made it important to understand how to solve them in multi-scale fashion. This is so because the physics associated with astrophysical phenomena evolves in multi-scale fashion and we wish to arrive at a multi-scale simulational capability to represent the physics. Because astrophysical systems have magnetic fields, multi-scale magnetohydrodynamics (MHD) is of especial interest. In this paper we first discuss general issues in adaptive mesh refinement (AMR), We then focus on the important issues in carrying out divergence-free AMR-MHD and catalogue the progress we have made in that area. We show that AMR methods lend themselves to easy parallelization. We then discuss applications of the RIEMANN framework for AMR-MHD to problems in computational astophysics.