  In any gravitational theory and in a wide class of background space-times, we
argue that there exists a simple, yet profound, relation between the on-shell
Euclidean gravitational action and the on-shell Euclidean action of probes. The
probes can be, for instance, charged particles or branes. The relation is
tightly related to the thermodynamic nature of gravity. We provide precise
checks of the relation in several examples, which include both asymptotically
flat and asymptotically AdS space-times, with particle, D-brane and M-brane
probes. Perfect consistency is found in all cases, including in a highly
non-trivial example including \alpha'-corrections.
