Two-loop electroweak corrections to the electron, muon, and tau lepton anomalous magnetic moments have been computed recently. Effects of hadronic contributions to the photon propagator in two-loop QED corrections have also been reanalysed. The common technique used in both calculations was asymptotic expansion of Feynman diagrams in the ratio of lepton mass to some heavy mass scale. In this talk we present some details of this method paying particular attention to the expansion of multi-scale diagrams.