Massive stars collapse into neutron stars and black holes at the end of their life cycles tirelessly supplying the Universe with these compact objects. Gravitational wave observatories are now routinely discovering merging black holes and neutron stars, while X-ray observatories provide wealth of data on accreting compact objects. To place these data in astrophysical context we need to drastically improve our understanding of massive star lives and deaths. This is also required by modern cosmological simulations that include stellar feedback. Yet, at present our knowledge about massive stars, especially in low-metallicity environments, is woefully incomplete: the observational data are scarce, the theory is incomplete, and the modeling has no firm basis to rely on. To overcome this unsatisfactory situation, the multiwavelength campaigns with the world largest telescopes target massive stars in all bands of the electromagnetic spectrum. Acquiring observational data goes in parallel with the decisive improvements in modeling and theory. The goal of our ISSI team to consolidate the efforts of experts working on different aspects of massive star and compact object interactions and evolution. We are working on developing coherent empiric and theoretical models in a hope to achieve a significant progress in understanding of massive stars lives and afterlives. Our team consists of experts in observations, stellar wind modeling, stellar and binary evolution, compact binaries, population synthesis, and gravitational wave astronomy. In a series of meetings we are exploiting the influx of multiwavelength data and use them to gauge the most advanced theories. During our intence and face-to-face meetings at ISSI Bern we are attacking such questions as: what are the realistic feedback parameters of massive stars; how mixing and angular momentum transport works within the stars; how binary stars interact and evolve; how X-ray binaries, and especially ultraluminous X-ray sources can help to elucidate the final evolution of massive binaries, and what recent gravitational wave observatories observing runs reveal about massive stars.