In his Nobel Prize lecture Victor Hess urged that different instruments, working together, should be used to solve the problem of the origin of cosmic rays. I review some of the key develop-ments that have opened up the new fields of direct and indirect multi-messenger astronomy and that are guiding us to the solution of this riddle. I then discuss, very briefly, some of the new instruments that are shortly to come on line and give examples to show the long lead-times from conception to implementation that occur in this field. I conclude with some remarks about very ambitious future projects. The paper is not intended as a review: rather it is an attempt to set down issues discussed in the Hess Memorial Public Lecture given at the 2019 ICRC in Mad-ison, Wisconsin and accessible at https://www.icrc2019.org.