In this thesis we study the multifractal structure of graph directed self-conformal measures. We begin by introducing a number of notions from geometric measure theory. In particular, several notions of dimension, graph directed iterated function schemes, and the thermodynamic formalism. We then give an historical introduction to multifractal analysis. Finally, we develop our own contribution to multifractal analysis. Our own contribution to multifractal analysis can be broken into three parts; the proof of two multifractal density theorems, the calculation of the multifractal spectrum of self-conformal measures coded by graph directed iterated function schemes, and the introduction of a relative multifractal formalism together with an investigation of the relative multifractal structure of one graph directed self-conformal measure with respect to another. Specifically, in Chapter 5 we show that by interpreting the multifractal Hausdorff and packing measures Olsen introduced in [0195] as Henstock-Thomson variation measures we are able to obtain two stronger density theorems than those obtained by Olsen. In Chapter 6 we give full details of the calculation of the multifractal spectrum of graph directed self-conformal measures satisfying the strong open set condition and show that the multifractal Hausdorff and packing measures introduced by Olsen in [0195] take positive and finite values at the critical dimension provided that the self-conformal measures satisfy the strong separation condition. In Chapter 7 we formalise the idea of performing multifractal analysis with respect to an arbitrary reference measure by developing a formalism for the multifractal analysis of one measure with respect to another. This formalism is based on the ideas of the 'multifractal formalism' as first introduced by Halsey et. al. [HJKPS86] and closely parallels Olsen's formal treatment of this formalism in [0195]. In Chapter 8 we illustrate our relative multifractal formalism by investigating the relative multifractal structure of one graph directed self-conformal measure with respect to another where the two measures are based on the same graph directed self-conformal iterated function scheme which satisfies the strong open set condition.