Aims : We describe MS-MFS, a multi-scale multi-frequency deconvolution algorithm for wide-band synthesis-imaging, and present imaging results that illustrate the capabilities of the algorithm and the conditions under which it is feasible and gives accurate results. Methods : The MS-MFS algorithm models the wide-band sky-brightness distribution as a linear combination of spatial and spectral basis functions, and performs image-reconstruction by combining a linear-least-squares approach with iterative $\chi^2$ minimization. This method extends and combines the ideas used in the MS-CLEAN and MF-CLEAN algorithms for multi-scale and multi-frequency deconvolution respectively, and can be used in conjunction with existing wide-field imaging algorithms. We also discuss a simpler hybrid of spectral-line and continuum imaging methods and point out situations where it may suffice. Results : We show via simulations and application to multi-frequency VLA data and wideband EVLA data, that it is possible to reconstruct both spatial and spectral structure of compact and extended emission at the continuum sensitivity level and at the angular resolution allowed by the highest sampled frequency.