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Computational nanophotonics has already made a disruptive impact on the photonic and optoelectronic industries and has dramatically influenced the ways today's optical engineers create, optimize, and use innovative materials and computer-aided services. This Feature Issue presents a set of eleven papers combined under the joint title of Advanced Computational Nanophotonics: From Materials to Devices. The science and art of computational photonics have a long established history, yet interest in new approaches to advanced multiphysics modeling at the nanoscale and hence to innovatory multi-objective optimization techniques for nanophotonics have been growing exponentially in the last decade, and are now the subject of intense cross-disciplinary research efforts. The papers selected for the Feature Issue present a diverse palette of topics that, for example, include a comprehensive review of new optimization techniques, a fundamental theoretical concept of photonic Dirac monopoles, along with new multiphysics approaches to full-wave material modeling in non-linear nanophotonics and, in particular, to innovative modeling of photonic neural networks. Applications of advanced computational methods are additionally showcased with space-time light control by dynamic metasurfaces, polarization control with structured color all-dielectric metafilms, and an optofluidic system driven by a thermoplasmonic element. (C) 2019 Optical Society of America under the terms of the OSA Open Access Publishing Agreement