I discuss one area of strongly correlated electron physics in which localized magnetic moments form the driving force of strong correlation. The Kondo effect (discovered in the 1930s and explained in the 1970s) embodies the prominent confinement phenomenon occurring in the infra-red (on the meV scale) between a local moment and nearby conduction electrons. Remarkably, although the Kondo effect is a well-known and widely studied phenomenon, it continues to capture the imagination of experimentalists and theorists alike. In fact, interest in the Kondo effect has recently grown thanks to new experimental techniques from the rapidly developing field of nanotechnology, where a local moment can be realized through a small artificial atom with an odd number of electrons. The Nano-World gives an unprecedented control over Kondo systems that motivate theorists to explore novel phases of matter at the Nano-scale. I summarize our recent theoretical contributions towards novel Kondo confinement phenomena in the Nano-World.