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Upcoming large-scale structure (LSS) and cosmic microwave background (CMB) experiments offer a unique opportunity to turn the Universe into a particle physics laboratory and determine the nature of dark matter, dark energy, and the masses of the neutrinos. I will present innovative methods to jointly analyze these datasets and unleash their full constraining power. My group's research explores two powerful ways of using the CMB as a backlight for the LSS: revealing the invisible dark matter (gravitational lensing) and baryons (Sunyaev-Zel'dovich and patchy screening effects) via their shadows on the CMB. These methods will yield percent-precision maps of the dark and baryonic matter on cosmic scales, from combinations of CMB experiments like the Atacama Cosmology Telescope, Simons Observatory and CMB-S4 with LSS experiments like the Dark Energy Spectroscopic Instrument and the Rubin Observatory. These will not only shed light on dark matter, dark energy and the neutrinos, but they will also constrain models of inflation and transform our understanding or galaxy formation.