The methodology and strategy for concurrent multi-scale modeling of large structures such as long span bridges were studied in order to perform the multi-scale numerical analysis on structural, dynamic response and local damage. The multi-scale finite element modeling was first studied by using substructure method and the multi-point constraints. A multi-scale model of Tsing Ma Bridge (TMB) was then developed by using the design drawings and the proposed strategy on the basis of the software ABAQUS and the developed programs via the user interface. The model updating and verification were carried out based on the online data from the structural health monitoring system installed on TMB. The procedure for damage analysis using the developed model was proposed, in which locally deteriorating process at welded details of interconnects is able to account for the major effect of the damage and nonlinear influence on structural response. The calculated result shows that damage features can be successfully performed via multi-scale modeling and analysis; and fatigue damage accumulation on the weld details shows significantly local effect. The fatigue life obtained from the fully coupled calculation on stress and damage is shorter than that from the uncouple computation, which suggests that the significant interaction between the damage and the structural response should be considered in the structural damage analyses using the multi-scale numerical analysis