The classic work on the subject (albeit in a skeptical mode) is George P. Conger's Theories of Macrocosms and Microcosms in the History of Philosophy (1922) where he shows how this concept is common to many esoteric traditions such as Neoplatonism, the Kabbalah, Sufism, and philosophers and occultists such as Nicholas of Cusa, Giordano Bruno, Paracelsus, and Jacob Boehme.
According to Antoine Faivre two main types of correspondences exist:
a) those in nature (between microcosmic and macrocosmic entities such as
the planets and parts of the body or those that exist in astrology) and
b) those that exist between revealed texts (and history) and Nature such as
the correspondence between the Bible and Nature as represented in the Kabbalah.
(Antoine Faivre, Access to Western Esotericism, 10-15 (Albany: SUNY, 1994)
G.R.S. Mead outlines the concept in the Neoplatonic schools:
This concept can be found in Eastern traditions as well, for example in India and China:
The whole of Orphic psychology
was based on the axiom that man has in him potentially the sum and substance of
the universe. Everything was ensouled, there was no spot in the universe
without life of some kind (πἃν εἳναι σὣμα ἔμψυχον — Philoponus, De An., i). And again, 'the race
of men and gods is one' (Pindar, who was a Pythagorean, quoted by Clemens, Strom.,
V.709). Thus the universe was an 'animal' or thing 'ensouled'. The sun is its
heart, the moon its liver, and so on (Plutarch, De Fac. Lun., xv).
Thus man was called the microcosm or little world, to distinguish him from the universe or great world. Hence we find man referred to as the 'little animal' ( ζὣον μικρόν – Galen, De Usu Part., iii. 10); the 'little world' (ἄνθρωποϛ βραχὺϛ κόσμοϛ ) – Philo, De Vit. Mos., iii.673, D), or 'little heaven' (Philo, De Mund. Optif, p. 18, E); the 'little diacosm' ( μικρὸν διάκοσμον– Porphyry, Stob., Serm., xxi.185); the 'lesser world' (minorem mundum – Solin., c. v.); and so on. And as man was the Little Universe, so the universe was the Great Man (Philo, Quis Rer. Div. Haer., p. 502, C).
Thus we find Proclus (Tim., i.348)
telling us that we must view man as the little universe, 'for he has both a
mind and a reason (logos), a divine body and a perishable body, like the
universe; in fact his whole constitution bears an analogy with the universe. (Orpheus, 175) Thus man was called the microcosm or little world, to distinguish him from the universe or great world. Hence we find man referred to as the 'little animal' ( ζὣον μικρόν – Galen, De Usu Part., iii. 10); the 'little world' (ἄνθρωποϛ βραχὺϛ κόσμοϛ ) – Philo, De Vit. Mos., iii.673, D), or 'little heaven' (Philo, De Mund. Optif, p. 18, E); the 'little diacosm' ( μικρὸν διάκοσμον– Porphyry, Stob., Serm., xxi.185); the 'lesser world' (minorem mundum – Solin., c. v.); and so on. And as man was the Little Universe, so the universe was the Great Man (Philo, Quis Rer. Div. Haer., p. 502, C).
This concept can be found in Eastern traditions as well, for example in India and China:
The
universe consists of a Mahābrahmānda, or grand Cosmos, and of numerous
Brhatbrahmānda, or macrocosms evolved from it. As is said by the Nirvāna-
Tantra, all which is in the first is in the second. In the latter are heavenly
bodies and beings, which are microcosms reflecting on a minor scale the greater
worlds which evolve them. “As above, so below.” The mystical maxim of the West
is stated in the Viśvasāra-Tantra as follows: “What is here is elsewhere; what
is not here is nowhere” (yadhihāsti tadanyatra yannehāsti na tatkvacit). …
The witness within is the purusa without, for the personal soul of the
microcosm corresponds to the cosmic soul (hiranyagarbha) in the macrocosm.
(Arthur Avalon, Mahanirvana Tantra, Introduction, 22, 1913)
H. P. Blavatsky describes this notion as follows:
Man is a little world — a microcosm inside the great universe. Like a
foetus, he is suspended, by all his three spirits, in the matrix of the macrocosmos;
and while his terrestrial body is in constant sympathy with its parent earth, his
astral soul lives in unison with the sidereal anima mundi. He is in it, as it is
in him, for the world-pervading element fills all space, and is space itself,
only shoreless and infinite. (Isis Unveiled, Vol. I, pp. 212)
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