Despite intensive studies on Pb(Mg(1/3)Nb(2/3))O(3) (PMN) relaxor, understanding the exact nature of its giant dielectric response and of its physical ground state is a fundamental issue that has remained unresolved for decades. Here, we report a comprehensive study of PMN relaxor crystal, and show that (i) its anomalous dielectric behavior in a broad temperature range results from the reorientation of polarization in the crystal, and (ii) the PMN relaxor is essentially a nanosized ferroelectric material with multiscale inhomogeneities of domain structure in addition to the well-known inhomogeneities of chemical composition and local symmetry. Such inhomogeneities are believed to play a crucial role in producing the huge and enigmatic physical effects in relaxor system, and may be used to design other new systems with giant effects such as a relaxor system.