Observations of the cosmos provide a valuable tool to study the fundamental laws of nature. The future generation of astronomical surveys will provide data for a sizeable fraction of the observable sky. This rich data set should provide the means to answer fundamental questions: what are the laws of physics at high energies in the Early Universe? What is the nature of neutrinos? What is dark matter? What is dark energy? Why are there baryons at all? In this talk I will review the current status, provide a roadmap for future prospects and discuss in detail how we might approach the task of extracting information from the sky to answer the above questions.