The extremely high sensitivity and resolution of the Square Kilometre Array (SKA) will be useful for addressing a wide set of themes relevant for cosmology, in synergy with current and future cosmic microwave background (CMB) projects. Many of these themes also have a link with future optical-IR and X-ray observations. We discuss the scientific perspectives for these goals, the instrumental requirements and the observational and data analysis approaches, and identify several topics that are important for cosmology and astrophysics at different cosmic epochs.