General Relativity provides us with an extremely powerful tool to extract at the same time astrophysical and cosmological information from the Stochastic Gravitational Wave Backgrounds (SGWBs): the cross-correlation with other cosmological tracers, since their anisotropies share a common origin and the same perturbed geodesics. In this letter we explore the cross-correlation of the cosmological and astrophysical SGWBs with Cosmic Microwave Background (CMB) anisotropies, showing that future GW detectors, such as LISA or BBO, have the ability to measure such cross-correlation signals. We also present, as a new tool in this context, constrained realization maps of the SGWBs extracted from the high-resolution CMB {it Planck} maps. This technique allows, in the low-noise regime, to faithfully reconstruct the expected SGWB map by starting from CMB measurements.