  Blazars and Gamma Ray Bursts (GRBs) are the fastest objects known so far. The
radiation we see from these sources originates in a jet of similar aperture
angle, and we think it is the result of the conversion of some of the jet
kinetic energy into random motion of the emitting particles. Mechanisms for
producing, collimating and accelerating the jets in these sources are
uncertain, and it is fruitful to compare the characteristics of both class of
sources in search of enlightening similarities. I discuss some general
characteristics of blazars and GRBs such as the power of their jets compared
with what they can extract through accretion, and the dissipation mechanism
operating in the jets of both classes of sources. In both classes, there is a
well defined trend between the bolometric power and the frequency at which this
power is mainly emitted, but blazars are "redder when brighter", while GRBs are
"bluer when brighter". Finally, I discuss some recent exciting prospects to use
blazars to put constraints on the cosmic IR-Optical-UV backgrounds, and to use
GRBs as standard candles to measure the Universe.
