The observation that the cosmic expansion is accelerating suggests that new physics could be at play at very large distance scales. We are entering a golden age of cosmology and astrophysics: in the coming decade we will have cosmological data for over a billion galaxies, a census of objects in the Milky Way, and a network of gravitational detectors spanning the globe that will detect over 1000 events per year. For the first time we will have precision data that will allow us to study fundamental physics at the largest distances, and in the most extreme environments. To maximize the discovery potential of the data requires us to construct robust theoretical models, identify novel probes, and connect theory with observation. In this talk, I will discuss how this approach to fundamental physics can connect physics in disparate regimes to make new discoveries about how the Universe works. I will give several examples of how this has already yielded fruitful results, and opened up new directions in astrophysics and cosmology research. I will conclude by discussing how this interdisciplinary effort will continue into the next decade and beyond.