Turbulent flows laden withlarge, deformable drops or bubbles are ubiquitous in nature and a number of industrial processes. These flows are characterized by physics acting at many different scales: from the macroscopic length scale of the problem down to the microscopic molecular scale of the interface. Naturally, the numerical resolution of all the scales of the problem, which span about eight to nine orders of magnitude, is not possible, with the consequence that numerical simulations of turbulent multiphase flows impose challenges and require methods able to capture the multiscale nature of the flow. In this review, we start by describing the numerical methods commonly employed and by discussing their advantages and limitations, and then we focus on the issues arising from the limited range of scales that can be possibly solved. Ultimately, the droplet size distribution, a key result of interest for turbulent multiphase flows, is used as a benchmark to compare the capabilities of the different methods and to discuss the main insights that can be drawn from these simulations. Based on this, we define a series of guidelines and best practices that we believe to be important in the analysis of the simulations and the development of new numerical methods.