  Some ultraluminous X-ray sources (ULXs) are surrounded by collisionally
ionized bubbles, larger and more energetic than supernova remnants: they are
evidence of the powerful outflows associated with super-Eddington X-ray
sources. We illustrate the most recent addition to this class: a huge (350 pc x
220 pc in diameter) bubble around a ULX in NGC 5585. We modelled the X-ray
properties of the ULX (a broadened-disc source with L_X ~ 2-4 x 10^{39} erg/s)
from Chandra and XMM-Newton, and identified its likely optical counterpart in
Hubble Space Telescope images. We used the Large Binocular Telescope to study
the optical emission from the ionized bubble. We show that the line emission
spectrum is indicative of collisional ionization. We refine the method for
inferring the shock velocity from the width of the optical lines. We derive an
average shock velocity ~125 km/s, which corresponds to a dynamical age of
~600,000 years for the bubble, and an average mechanical power P_w ~ 10^{40}
erg/s; thus, the mechanical power is a few times higher than the current photon
luminosity. With Very Large Array observations, we discovered and resolved a
powerful radio bubble with the same size as the optical bubble, and a 1.4-GHz
luminosity ~10^{35} erg/s, at the upper end of the luminosity range for this
type of source. We explain why ULX bubbles tend to become more radio luminous
as they expand while radio supernova remnants tend to fade.
