With one of the highest intrinsic magnetic moments (10.6 μ_B) among the heavy rare-earth elements, dysprosium (Dy) exhibits a rich magnetic phase diagram, including a few modulated magnetic phases. Aided by the Ruderman-Kittel-Kasuya-Yosida (RKKY) interaction, the magnetic modulations propagate coherently over a long range, even with intervening non-magnetic layers. Neutron diffraction experiments were performed to determine the microscopic magnetic origin of the field induced phases in bulk Dy as a function of temperature, covering regions of the well-known ferromagnetic, helical antiferromagnetic, fan phases and several possible new phases suggested by previous studies. A short range ordered (SRO) fan phase was identified as the intermediate state between ferromagnetism and long range ordered (LRO) fan. The temperature range of a coexisting helix/fan phase was also determined. The magnetic phase diagram of Dy was thus refined to include the newly determined magnetic structures and the associated phase boundaries. Based on the period of the magnetic modulation and the average magnetization, the evolution of the spin arrangement upon heating was derived quantitatively for the modulated magnetic phases. To gauge the effect of nanostructuring on the magnetic phases with nonmagnetic Y layers, epitaxial Dy/Y superlattices of various layer thicknesses and repeats were fabricated by magnetron sputtering under carefully controlled conditions. X-ray characterizations confirmed that the crystallographic and interfacial qualities of the superlattices are comparable to those grown by MBE in previous studies. The macroscopic magnetization was characterized by magnetometry, whereas the microscopic magnetic structures were extracted from neutron diffraction and polarized neutron reflectometry (PNR) measurements. The ordering of helical modulation is sensitive to the interfacial roughness of the multilayer as well as the cooling histories. Off-specular PNR was applied the first time to characterize the helical domain structures in Dy/Y multilayers. The lateral correlation length in the helical magnetic structure was in the order of 100 nm.