We present the Deeper Wider Faster (DWF) program that coordinates more than 30 multi-wavelength and multi-messenger facilities worldwide and in space to detect and study fast transients (millisecond-to-hours duration). DWF has four main components, (1) simultaneous observations, where about 10 major facilities, from radio to gamma-ray, are coordinated to perform deep, wide-field, fast-cadenced observations of the same field at the same time. Radio telescopes search for fast radio bursts while optical imagers and high-energy instruments search for seconds-to-hours timescale transient events, (2) real-time (seconds to minutes) supercomputer data processing and candidate identification, along with real-time (minutes) human inspection of candidates using sophisticated visualisation technology, (3) rapid-response (minutes) follow-up spectroscopy and imaging and conventional ToO observations, and (4) long-term follow up with a global network of 1-4m-class telescopes. The principal goals of DWF are to discover and study counterparts to fast radio bursts and gravitational wave events, along with millisecond-to-hour duration transients at all wavelengths.