Abstract: One of the most puzzling observations of modern astronomy is the existence of very high-energetic messengers in the form of cosmic rays, gamma-rays and cosmic neutrinos. These phenomena are related to non-thermal processes in the Universe which in most cases are barely understood. The multi-messenger observations contain not only information about particle production processes in the sources but also the cosmic evolution of source populations and various propagation effects in extragalactic and Galactic environments. I will highlight how recent observations in cosmic ray, gamma-ray and neutrino astronomy provide new clues or support existing models of the underlying physics of high-energy phenomena in the Universe.