  The study of sterile neutrinos has recently acquired a different flavor:
being now excluded as the dominant solution for the solar or atmospheric
conversions, sterile neutrinos, still attractive for many other reasons, have
thus become even more elusive. The present relevant questions are: which
subdominant role can they have? Where (and how) can they show up? Cosmology and
supernovae turn out to be powerful tools to address these issues. With the most
general mixing scenarios in mind, I present the analysis of many possible
effects on BBN, CMB, LSS, and in SN physics due to sterile neutrinos. I discuss
the computational techniques, present the state-of-the-art bounds, identify the
still allowed regions and study some of the most promising future probes. I
show how the region of the LSND sterile neutrino is excluded by the constraints
of standard cosmology.
