Symmetries and their associated selection rules are extremely useful in many fields of science. For systems of electromagnetic (EM) fields interacting with matter, the symmetries of matter and the EM fields' time-dependent polarization determine the properties of the nonlinear responses, and they can be facilitated for controlling light emission and enabling ultrafast symmetry breaking spectroscopy of various properties. Here, we formulate a general theory that describes the macroscopic and microscopic dynamical symmetries (including quasicrystal-like symmetries) of EM vector fields, revealing many previously unidentified symmetries and selection rules in light-matter interactions. We demonstrate an example of multiscale selection rules experimentally in the framework of high harmonic generation. This work paves the way for novel spectroscopic techniques in multiscale systems and for imprinting complex structures in extreme ultraviolet-x-ray beams, attosecond pulses, or the interacting medium itself.