Recent discoveries of high-energy cosmic neutrinos and gravitational ??waves from astrophysical objects had opened a new era of ??multi-messenger astrophysics. The information carried by photons, ??gravitational waves, neutrinos, and cosmic rays provide unique and ??valuable insights into the properties about individual cosmic ?sources. ??In this talk, I will show the physical connection between ?high-energy ??cosmic rays, very high-energy neutrinos and gamma-rays, ?and the joint ??neutrino and electromagnetic detection of the flaring ?blazar TXS ??0506+56. I will review high-energy particle production ?and emission ??processes in various classes of astrophysical sources. ?Finally, I will ??summary some open questions and future perspectives.