We have developed an efficient simulation tool 'GOLLUM' for the computation of electrical, spin and thermal transport characteristics of complex nanostructures. The new multi-scale, multi-terminal tool addresses a number of new challenges and functionalities that have emerged in nanoscale-scale transport over the past few years. To illustrate the flexibility and functionality of GOLLUM, we present a range of demonstrator calculations encompassing charge, spin and thermal transport, corrections to density functional theory such as LDA+U and spectral adjustments, transport in the presence of non-collinear magnetism, the quantum-Hall effect, Kondo and Coulomb blockade effects, finite-voltage transport, multi-terminal transport, quantum pumps, superconducting nanostructures, environmental effects and pulling curves and conductance histograms for mechanically-controlled-break-junction experiments. ; Comment: 66 journal pages, 57 figures