Structures loaded cyclically beyond their elastic limit experience gradual accumulation of plastic deformations or strains which may eventually lead to material deterioration and ductile fracture. Assessing the life expectancy of their structural members requires the development and implementation of appropriate material models into the finite element environment, using robust numerical integration schemes. It is the purpose of the present Thesis to investigate through rigorous numerical analyses and experimental testing the mechanical behaviour of metal components subjected to intense cyclic loading. Advanced numerical tools are developed to simulate multi-axial material ratcheting and cyclic plasticity-damage response in metal structural components. The ultra low-cycle fatigue of high-strength steel welded tubular joints is also investigated through large-scale experiments. An implicit numerical scheme is proposed in Chapter 2 for simulating the mechanical response of thin-walled structures subjected to inelastic cyclic loading. The constitutive model is formulated explicitly for plane stress conditions, accounts for combined kinematic/isotropic hardening and follows the von-Mises yield criterion. Emphasis is given to kinematic hardening part, which is described with an advanced multiple backstress model suitable for multi-axial material ratcheting simulation. Constitutive relations are integrated implicitly using the Euler-backward integration technique. Two main novelties of the algorithm refer to the incremental update of the internal variables through the solution of a single scalar equation, and the explicit formulation of the consistent tangent moduli. The numerical scheme is implemented into the finite element software ABAQUS (2016) as a material user-subroutine UMAT and its capabilities are demonstrated through the numerical simulation of large-scale experiments on pipe elbows, a characteristic mechanical component that experiences multi-axial ratcheting response. In the sequence, the proposed numerical scheme is employed to investigate the ratcheting collapse of dented externally pressurised tubular circular members subjected to cyclic axial loading. The numerical implementation of coupled cyclic plasticity-damage models is presented in Chapter 3, suitable for simulating low-cycle fatigue in metal components. Constitutive relations account for J2-flow theory with nonlinear kinematic/isotropic hardening, coupled with isotropic continuum damage mechanics. The damage potential is written in a general form, allowing for implementing any isotropic damage model reported in the literature. The constitutive relations are integrated implicitly considering in the most general case the 3D finite element formulation. An additional numerical scheme is proposed explicitly for plane stress conditions by extending the plane-stress projection method to the requirements of the model. Both numerical schemes feature computational efficiency as incremental update of internal variables is achieved through the solution of a single scalar equation. The integration algorithms are consistently linearised to ensure numerical robustness in large-scale computations. The proposed numerical schemes are implemented into ABAQUS (2016) software as user material subroutines UMAT and are validated against large-scale tests on pipe elbows that failed from ultra low-cycle fatigue. In the last part of the Thesis, the ultra low-cycle fatigue performance of welded tubular X-joints is examined, motivated by the need of safeguarding the integrity of offshore platforms under extreme loading conditions. Seven specimens, representing X-brace joints of a bottom-founded offshore tubular jacket with a scaling factor of 1:3 are tested under strong, fully-reversed cyclic in-plane bending. The seven specimens formed a through-thickness fatigue crack within less than 100 cycles, simulating extreme loading conditions. Rigorous finite element models are also developed, with emphasis on constitutive modelling, to simulate the cyclic loading procedure, providing very good comparisons in terms of load-displacement response and local strain predictions during the initial loading cycles. The experimental data are compared with a large dataset of low-cycle fatigue experiments on welded components, reported in the literature for mild and high-strength steel materials, as well as with existing design provisions.