  This invited Snowmass 2021 White Paper highlights the power of joint-analysis
of astronomical transients in advancing HEP Science and presents research
activities that can realize the opportunities that come with current and
upcoming projects. Transients of interest include gravitational wave events,
neutrino events, strongly-lensed quasars and supernovae, and Type~Ia supernovae
specifically. These transients can serve as probes of cosmological distances in
the Universe and as cosmic laboratories of extreme strong-gravity, high-energy
physics. Joint analysis refers to work that requires significant coordination
from multiple experiments or facilities so encompasses Multi-Messenger
Astronomy and optical transient discovery and distributed follow-up programs.
