This book focuses on a method for exploring, explaining, and understanding the behavior of large many-body systems. It describes an approach to non-equilibrium behavior that focuses on structures (represented by correlation functions) that characterize mesoscale properties of the systems. In other words, rather than a fully bottom-up approach, starting with the components at the atomic or molecular scale, the “hydrodynamic approach” aims to describe and account for continuum behaviors by largely ignoring details at the “fundamental” level. This methodological approach has its origins in Einstein’s work on Brownian motion. He gave what may be the first instance of “upscaling” to determine an effective (continuum) value for a material parameter—the viscosity. His method is of a kind with much work in the science of materials. This connection and the wide-ranging interdisciplinary nature of these methods are stressed. Einstein also provided the first expression of a fundamental theorem of statistical mechanics called the Fluctuation-Dissipation theorem. This theorem provides the primary justification for the hydrodynamic, mesoscale methodology. Philosophical consequences include an argument to the effect that mesoscale parameters can be the natural variables for characterizing many-body systems. Further, the book offers a new argument for why continuum theories (fluid mechanics and equations for the bending of beams) are still justified despite completely ignoring the fact that fluids and materials have lower scale structure. The book argues for a middle way between continuum theories and atomic theories. A proper understanding of those connections can be had when mesoscales are taken seriously.