Two kinds of polyhedral oligomeric silsesquioxane (POSS)-containing block copolymers (BCPs), namely PS-b-PMAPOSS and PMMA-b-PMAPOSS, were synthesized by living anionic polymerization. A wide range of molecular weights were obtained with a very narrow polydispersity index of less than 1.09. The bulk samples prepared by slow evaporation from a polymer solution in chloroform exhibit well-defined microphase-separated structures with long-range order. Thermal annealing induced hierarchical structures consisting of a smaller length scale ordered crystalline POSS domains within the larger microphase-separated structures. We report detailed structural characterization of these hierarchical structures in bulk and thin films by transmission electron microscopy and grazing incidence wide-angle X-ray scattering (GIWAXS). On the basis of this structural analysis, we propose a model for the formation of an orthorhombic lattice structure through the aggregation of POSS segments which formed a helix-like structure.