The non-thermal jet emission in active galactic nuclei covers several orders of magnitude in the frequency range. Hence the observational approach needs multi-wavelength (MWL) campaigns collecting data in the radio, optical, UV, X-rays, high energy until the Very High Energy (VHE) gamma-ray band. MAGIC, a system of two 17 m diameter telescopes at the Roque de los Muchachos observatory on the canary island La Palma, actively participates and organizes MWL observations on known and newly discovered VHE sources. In these proceedings we report the latest results of extra-galactic observations with MAGIC, which gained new insights in time variability studies and jet emission models.