The modern era of research in immunology is characterized by an unprecedented level of detail about structural characteristics of the immune system and the regulation of activities of its numerous components, which function together as a whole distributed-parameter system. Mathematical modeling provides an analytical tool to describe, analyze, and predict the dynamics of immune responses by applying a reductionist approach. In modern systems immunology and mathematical immunology as a new interdisciplinary field, a great challenge is to formulate the mathematical models of the human immune system that reflect the level achieved in understanding its structure and describe the processes that sustain its function. To this end, a systematic development of multiscale mathematical models has to be advanced. An appropriate methodology should consider (1) the intracellular processes of immune cell fate regulation, (2) the population dynamics of immune cells in various organs, and (3) systemic immunophysiological processes in the whole host organism. Main studies aimed at modeling the intracellular regulatory networks are reviewed in the context of multiscale mathematical modelling. The processes considered determine the regulation of the immune cell fate, including activation, division, differentiation, apoptosis, and migration. Because of the complexity and high dimensionality of the regulatory networks, identifying the parsimonious descriptions of signaling pathways and regulatory loops is a pressing problem of modern mathematical immunology.