In this chapter, the coupled thermal, electrical and mechanical physical phenomena within complex nanostructures is investigated, focusing on two distinct systems: twisted double bilayer graphene (TDBG) and nanotube-based buckypapers. The first part of the chapter explores the electromechanical behaviour of TDBG, employing advanced scanning probe microscopy techniques to characterise local flexoelectricity and nanomechanical responses for the first time. Emphasis is placed on identifying Moiré superlattices capable of piezoelectric behaviour, detecting electromechanical phase delays and probing stiffness variations related to stacking order. These findings are supported by force field relaxation simulations, which provide insight into the local deformation and strain distribution around domain walls. The second part targets the thermomechanical analysis of one-dimensional carbon and boron nitride nanotube buckypapers, focusing on samples with a coaxial nanotube architecture. This section includes the synthesis protocols and morphological characterisation of the networks, followed by a novel application of piercing scanning thermal microscopy (pSThM) to evaluate their thermal transport behaviour under mechanical load. The results reveal enhanced thermal performance and mechanical adaptability, highlighting the potential of such soft nanomaterials in multifunctional applications. Together, the studies presented in this chapter offer new insight into cross-interactions in nanoscale systems and the role of SPM in exploring complex multiphysical behaviours.