Structural materials that are damage tolerant, lightweight, multifunctional, and sustainable are highly desirable for many engineering applications. Such combinations of properties are often found in the biological world. Organisms from nature construct a variety of different biological structural materials for protection, predation, body support, camouflage, etc. Despite the fact that these materials are made from limited constituent materials with usually poor intrinsic mechanical properties, such as brittle minerals and soft biopolymers, biological materials are often able to achieve remarkable mechanical properties while offering additional functionalities simultaneously, such as low density, coloration, transparency, flexibility, visual sensitivity, etc. In this talk, I will present our recent work in elucidating the fundamental structure-property relationships in some natural structural materials by focusing on their strategies in achieving damage tolerance, weight reduction, and multifunctionality. In particular, I will present a unique damage-tolerant, dual-scale, single-crystalline, low-density microlattice that we recently discovered in an echinoderm skeletal system. Our research combines quantitative multiscale 3D structural analysis, in-situ mechanical analysis, theoretical and computational modeling, and design and manufacturing of bio-inspired materials. I hope this talk can stimulate more discussions among research areas such as material synthesis, biomimetics, mechanics, biology, and manufacturing.