Increasing human demands for water, energy, food and materials, are expected to accentuate resource supply challenges over the coming decades. Experience suggests that long-term strategies for a single sector could yield both trade-offs and synergies for other sectors. Thus, long-term transition pathways for linked resource systems should be informed using nexus approaches. Global integrated assessment models can represent the synergies and trade-offs inherent in the exploitation of water, energy and land (WEL) resources, including the impacts of international trade and climate policies. In this study, we review the current state-of-the-science in global integrated assessment modeling with an emphasis on how models have incorporated integrated WEL solutions. A large-scale assessment of the relevant literature was performed using online databases and structured keyword search queries. The results point to the following main opportunities for future research and model development: (1) improving the temporal and spatial resolution of economic models for the energy and water sectors; (2) balancing energy and land requirements across sectors; (3) integrated representation of the role of distribution infrastructure in alleviating resource challenges; (4) modeling of solution impacts on downstream environmental quality; (5) improved representation of the implementation challenges stemming from regional financial and institutional capacity; (6) enabling dynamic multi-sectoral vulnerability and adaptation needs assessment; and (7) the development of fully-coupled assessment frameworks based on consistent, scalable, and regionally-transferable platforms. Improved database management and computational power are needed to address many of these modeling challenges at a global-scale.