  Multi-messenger astrophysics, a long-anticipated extension to traditional and
multiwavelength astronomy, has recently emerged as a distinct discipline
providing unique and valuable insights into the properties and processes of the
physical universe. These insights arise from the inherently complementary
information carried by photons, gravitational waves, neutrinos, and cosmic rays
about individual cosmic sources and source populations. Realizing the
observation of astrophysical sources via non-photonic messengers has presented
enormous challenges, as evidenced by the fiscal and physical scales of the
multi-messenger observatories. However, the scientific payoff has already been
substantial, with even greater rewards promised in the years ahead. In this
review we survey the current status of multi-messenger astrophysics,
highlighting some exciting recent results, and addressing the major follow-on
questions they have raised. Key recent achievements include the measurement of
the spectrum of ultra-high energy cosmic rays out to the highest observable
energies; discovery of the diffuse high energy neutrino background; the first
direct detections of gravitational waves and the use of gravitational waves to
characterize merging black holes and neutron stars in strong-field gravity; and
the identification of the first joint electromagnetic + gravitational wave and
electromagnetic + high-energy neutrino multi-messenger sources. We then review
the rationales for the next generation of multi-messenger observatories, and
outline a vision of the most likely future directions for this exciting and
rapidly advancing field.
