With the recent discoveries of gravitational waves and high-energy cosmic neutrinos, we are witnessing the beginning of a new era in Multi-Messenger astronomy. The exploration of the Universe through these new messengers, along with electromagnetic radiation and cosmic rays, provides for new insights into the most extreme, energetic cosmic events, environments and particle accelerators. The objects of interest range from galaxies with accreting supermassive black holes in their center to coalescing stellar neutron stars. In my talk I will discuss some of our recent observations, as well as selected future directions, including the Zwicky Transient Facility, a new wide-field imaging facility that will greatly improve our prospects for finding transient sources.