Despite increasing recent emphasis on the social and structural determinants of HIV-related behavior, empirical research and interventions lag behind, partly because of the complexity of social-structural approaches. This article provides a comprehensive and practical review of the diverse literature on multi-level approaches to HIV-related behavior change in the interest of contributing to the ongoing shift to more holistic theory, research, and practice. It has the following specific aims: (1) to provide a comprehensive list of relevant variables/factors related to behavior change at all points on the individual-structural spectrum, (2) to map out and compare the characteristics of important recent multi-level models, (3) to reflect on the challenges of operating with such complex theoretical tools, and (4) to identify next steps and make actionable recommendations. Using a multi-level approach implies incorporating increasing numbers of variables and increasingly context-specific mechanisms, overall producing greater intricacies. We conclude with recommendations on how best to respond to this complexity, which include: using formative research and interdisciplinary collaboration to select the most appropriate levels and variables in a given context; measuring social and institutional variables at the appropriate level to ensure meaningful assessments of multiple levels are made; and conceptualizing intervention and research with reference to theoretical models and mechanisms to facilitate transferability, sustainability, and scalability.