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.