In this thesis we develop and analyze the performance ofadaptive finite element methods for multiphysics problems. Inparticular, we propose a methodology for deriving computable errorestimates when solving unidirectionally coupled multiphysics problemsusing segregated finite element solvers.  The error estimates are of a posteriori type and are derived using the standard frameworkof dual weighted residual estimates.  A main feature of themethodology is its capability of automatically estimating thepropagation of error between the involved solvers with respect to anoverall computational goal. The a posteriori estimates are used todrive local mesh refinement, which concentrates the computationalpower to where it is most needed.  We have applied and numericallystudied the methodology to several common multiphysics problems usingvarious types of finite elements in both two and three spatialdimensions. Multiphysics problems often involve convection-diffusion equations for whichstandard finite elements can be unstable. For such equations we formulatea robust discontinuous Galerkin method of optimal order with piecewiseconstant approximation. Sharp a priori and a posteriori error estimatesare proved and verified numerically. Fractional step methods are popular for simulating incompressiblefluid flow. However, since they are not genuine Galerkin methods, butrather based on operator splitting, they do not fit into the standardframework for a posteriori error analysis. We formally derive an aposteriori error estimate for a prototype fractional step method byseparating the error in a functional describing the computational goalinto a finite element discretization residual, a time steppingresidual, and an algebraic residual.