Integrating multiple materials in arbitrary arrangements within nanoparticles is a prerequisite for advancing many applications. Strategies to synthesize heterostructured nanoparticles are emerging, but they are limited in complexity, scope, and scalability. We introduce two design guidelines, based on interfacial reactivity and crystal structure relations, that enable the rational synthesis of a heterostructured nanorod megalibrary. We define synthetically feasible pathways to 65,520 distinct multicomponent metal sulfide nanorods having as many as 6 materials, 8 segments, and 11 internal interfaces by applying up to seven sequential cation-exchange reactions to copper sulfide nanorod precursors. We experimentally observe 113 individual heterostructured nanorods and demonstrate the scalable production of three samples. Previously unimaginable complexity in heterostructured nanorods is now routinely achievable with simple benchtop chemistry and standard laboratory glassware.