The spectacular advances of modern astronomy have opened our horizon on an unexpected cosmos: a dark, mysterious Universe, populated by enigmatic entities we know very little about, like black holes, or nothing at all, like dark matter and dark energy. In this book, I discuss how the rise of a new discipline dubbed multimessenger astronomy is bringing about a revolution in our understanding of the cosmos, by combining the traditional approach based on the observation of light from celestial objects, with a new one based on other ‘messengers’—such as gravitational waves, neutrinos, and cosmic rays—that carry information from otherwise inaccessible corners of the Universe. Much has been written about the extraordinary potential of this new discipline, since the 2017 Nobel Prize in physics was awarded for the direct detection of gravitational waves. But here I will take a different angle and explore how gravitational waves and other messengers might help us break the stalemate that has been plaguing fundamental physics for four decades, and to consolidate the foundations of modern cosmology.