The very small and the very large are intimately connected in Nature. Particle physics and astrophysics meet in fundamental questions: the structure and evolution of stars; their end and how this is manifested; how we think galaxies are created from matter we have yet to discover and why we believe the most energetic particles cannot come from the most distant universe. During the IV Escuela Mexicana de Astrof´isica (EMA-2005), held in the beautiful colonial city of Morelia between 18 and 23 July 2005, we reviewed and explored the numerous connections between astrophysics and particle physics. The core of the school program, aimed to advanced postgraduated students and young researchers in physics and astrophysics, was formed by half a dozen extended lecture courses delivered by recognized experts in their fields. The written versions of these courses became the main substance of this book. Three review talks were devoted to the techniques and results of novel astronomical windows of the XX and XXI centuries: radioastronomy, gammaray astronomy and gravitational wave astronomy. This volume includes also six short contributions, presented as single talks during the EMA-2005, examples of experimental and theoretical research work presently conducted in M´exico and Latin-America. This book is the final product of a two year process centered on the EMA- 2005. We believe it will serve as a guide not just to the participants but also to the communities of all interrelated fields.