Recent experimental results have demonstrated that nano-scale clusters with spin/charge/orbital correlations can play an essential role in determining macroscopic physical properties of complex magnetic materials. One example is nano-scale charge/orbital correlations in CMR manganites, which are directly coupled with the origin of CMR effect. Other intriguing examples are octomer- and hexamer-type correlations in spinel CuIr₂S₄ and ZnCr₂O₄, respectively. The relationship between these nano-correlations and macroscopic physical properties will be emphasized.