The inner regions of active galaxies host the most extreme and energetic phenomena in the universe including, relativistic jets, supermassive black hole binaries, and recoiling supermassive black holes. However, many of these sources cannot be resolved with direct observations. I review how strong gravitational lensing can be used to elucidate the structures of these sources from radio frequencies up to very high energy gamma rays. The deep gravitational potentials surrounding galaxies act as natural gravitational lenses. These gravitational lenses split background sources into multiple images, each with a gravitationally-induced time delay. These time delays and positions of lensed images depend on the source location, and thus, can be used to infer the spatial origins of the emission. For example, using gravitationally-induced time delays improves angular resolution of modern gamma-ray instruments by six orders of magnitude, and provides evidence that gamma-ray outbursts can be produced at even thousands of light years from a supermassive black hole, and that the compact radio emission does not always trace the position of the supermassive black hole. These findings provide unique physical information about the central structure of active galaxies, force us to revise our models of operating particle acceleration mechanisms, and challenge our assumptions about the origin of compact radio emission. Future surveys, including LSST, SKA, and Euclid, will provide observations for hundreds of thousands of gravitationally lensed sources, which will allow us to apply strong gravitational lensing to study the multi-wavelength structure for large ensembles of sources. This large ensemble of gravitationally lensed active galaxies will allow us to elucidate the physical origins of multi-wavelength emissions, their connections to supermassive black holes, and their cosmic evolution.
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