  The energy frontier is currently at the Fermilab Tevatron accelerator, which
collides protons and antiprotons at a center-of-mass energy of 1.96 TeV. The
luminosity delivered to the CDF and D0 experiments has now surpassed the 4
fb-1. This paper reviews the most recent direct searches for Higgs bosons and
beyond-the-standard-model (BSM) physics at the Tevatron. The results reported
correspond to an integrated luminosity of up to 2.5 fb-1 of Run II data
collected by the two Collaborations. Searches covered include: the standard
model (SM) Higgs boson (including sensitivity projections), the neutral Higgs
bosons in the minimal supersymmetric extension of the standard model (MSSM),
charged Higgs bosons and extended Higgs models, supersymmetric decays that
conserve or violate R-parity, gauge-mediated supersymmetric breaking models,
long-lived particles, leptoquarks, compositeness, extra gauge bosons, extra
dimensions, and finally signature-based searches. Given the excellent
performance of the collider and the continued productivity of the experiments,
the Tevatron physics potential looks promising for discovery with the coming
larger data sets. In particular, evidence for the SM Higgs boson could be
obtained if its mass is light or near 160 GeV. The observed (expected) upper
limits are currently a factor of 3.7 (3.3) higher than the expected SM Higgs
boson cross section at m_H=115 GeV and 1.1 (1.6) at m_H=160 GeV at 95% C.L.
