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In the next decade, large cosmological surveys will map billions of galaxies and measure cosmic structure to unprecedented precision via multiple cosmological probes. Using results from the Dark Energy Survey as an example, this talk will outline the challenges and opportunities of cosmological analyses in the presence of rich astrophysics and observational systematics. In particular, I will describe different cosmological probes measured from the Dark Energy Survey and summarize recent progress on joint analyses of galaxy clustering, weak lensing, and galaxy cluster abundances. I will then highlight the challenges for future, larger experiments such as Rubin Observatory's LSST and describe our progress in tackling these challenges through sophisticated simulations and an AI-enhanced analysis pipeline. I will conclude the talk by identifying a unique opportunity for overlapping imaging surveys and Cosmic Microwave Background surveys that will unlock the constraining power of small-scale weak gravitational lensing measurements.