The study of the development of structures on multiple scales in the cold interstellar medium has experienced rapid expansion in the past decade, on both the observational and the theoretical front. Spectral line studies at (sub-)millimeter wavelengths over a wide range of physical scales have provided unique probes of the kinematics of dense gas in star-forming regions, and have been complemented by extensive, high dynamic range dust continuum surveys of the column density structure of molecular cloud complexes, while dust polarization maps have highlighted the role of magnetic fields. This has been accompanied by increasingly sophisticated numerical simulations including new physics (e.g., supernova driving, cosmic rays, non-ideal magneto-hydrodynamics, radiation pressure) and new techniques such as zoom-in simulations allowing multi-scale studies. Taken together, these new data have emphasized the anisotropic growth of dense structures on all scales, from giant ISM bubbles driven by stellar feedback on $\sim$50--100 pc scales through parsec-scale molecular filaments down to $< 0.1$ pc dense cores and $< 1000$ au protostellar disks. Combining observations and theory, we present a coherent picture for the formation and evolution of these structures and synthesize a comprehensive physical scenario for the initial conditions and early stages of star and disk formation.