Despite their different nature and physics, blazars and gamma-ray bursts have in common very powerful relativistic jets, which make them the most luminous sources in the Universe. The energy extraction from the central compact object, the jet collimation, the role and geometry of the magnetic fields, the structure of the jet itself represent still big enough questions, that a complete paradigm cannot yet be drawn. This article is concerned with the main observational facts about blazars and gamma-ray burst jets, based on multi-wavelength campaigns, and on the clues one can glean from these on jet formation, behavior and powering. The future generation of telescopes and instruments and the contributions from multi-messenger investigation (astroparticle diagnostics and gravitational waves) will warrant further significant progress.
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