In classical hydrodynamics, the mass flux is universally chosen to be the momentum field. In extended hydrodynamics, the mass flux acquires different terms. The extended hydrodynamics introduced and investigated in this paper uses a one-particle distribution function as the extra state variable chosen to characterize the microstructure. We prove that the extended hydrodynamics is fully autonomous in the sense that it is compatible with thermodynamics (i.e., the entropy does not decrease during the time evolution) and with mechanics (i.e., the part of the time evolution that leaves the entropy unchanged is Hamiltonian). Subsequently, we investigate its possible reductions. In some situations the emerging reduced dynamical theory is the classical hydrodynamics that is fully autonomous (i.e., all the structure that makes the extended theory fully autonomous is kept in the reduced theory). In other situations (for example, when the fluids under investigation have large density gradients) the reduced theories are not fully autonomous. In such a case the reduced theories constitute a family of mutually related dynamical theories (each of them involving a different amount of detail) that we consider to be a mathematical formulation of multiscale (or multilevel) hydrodynamics. It is in the reduced theories belonging to the multiscale hydrodynamics where the terms that emerge in the mass flux take the form of self-diffusion.