Directed self-assembly (DSA) of block copolymers (BCPs) provides a powerful tool to fabricate various 2D nanostructures. However, it still remains a challenge to extend DSA to make uniform and complex 3D nanostructures through BCP self-assembly. In this paper, we introduce a method to fabricate various nanostructures in 3D and test it using simulations. In particular, we employ dissipative particle dynamics (DPD) simulation to demonstrate that uniform multilayer nanostructures can be achieved by alternating the stacking of two "orthogonal" BCPs films, AB copolymer film and AC copolymer film, without the need to cross-link or etch any of the components. The assembly of a new layer occurs on top of the previous bottom layer, and thus the structural information from the substrate is propagated upward in the film, a process we refer to as self-directed self-assembly (SDSA). If this process is repeated many times, one can have tailored multilayer nanostructures. Furthermore, the natural (bulk) phases of the block copolymers in each layer do not need to be the same, so one can achieve complex 3D assemblies that are not possible with a single-phase 3D system. This method in conjunction with grapho (or chemo) epitaxy is able to evolve a surface pattern into a 3D nanostructure. Here we show several examples of nanostructures fabricated by this process, which include aligned cylinders, spheres on top of cylinders, and orthogonal nanomeshes. Our work should be useful for creating complex 3D nanostructures using self-assembly.