The purposes and methods of fatigue modeling and simulation in high-cycle fatigue (HCF) regime are to design either failsafe components or components with a finite life and to quantify remaining life of components with pre-existing cracks using fracture mechanics, with the intent of monitoring via an inspection scheme. This article begins with a discussion on the stages of the fatigue damage process. It describes hierarchical multistage fatigue modeling and several key points regarding the physics of crack nucleation and microstructurally small crack propagation in the HCF regime. The article provides a description of the microstructure-sensitive modeling to model fatigue of several classes of advanced engineering alloys. It describes the various modeling and design processes designed against fatigue crack initiation. The article concludes with a discussion on the challenges in microstructure-sensitive fatigue modeling.