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Structural materials have lagged behind other classes in the use of combinatorial and high-throughput (CHT) methods for rapid screening and alloy development. The dual complexities of composition and microstructure are responsible for this, along with the need to produce bulk-like, defect-free materials libraries. This review evaluates recent progress in CHT evaluations for structural materials. High-throughput computations can augment or replace experiments and accelerate data analysis. New synthesis methods, including additive manufacturing, can rapidly produce composition gradients or arrays of discrete alloys-on-demand in bulk form, and new experimental methods have been validated for nearly all essential structural materials properties. The remaining gaps are CHT measurement of bulk tensile strength, ductility, and melting temperature and production of microstructural libraries. A search strategy designed for structural materials gains efficiency by performing two layers of evaluations before addressing microstructure, and this review closes with a future vision of the autonomous, closed-loop CHT exploration of structural materials. Expected final online publication date for the Annual Review of Materials Science, Volume 51 is August 2021. Please see http://www.annualreviews.org/page/journal/pubdates for revised estimates.