More than a century after their discovery, the origin of the most energetic cosmic rays and the nature of the accelerator producing them, remain a largely open question. The quest of their origin through a wide variety of observations has not only provided a wealth of clues, but also some fascinating new insights on ways the Universe has found to outperform with regard to more than one aspect what our terrestrial laboratories are capable of. The direct detection of the most energetic events exceeding 1020 eV is however complicated because of the extremely low fluxes, the deflective effects of cosmic magnetic fields, and the short distance they can travel without interacting with the CMBR. Good detection rates are achievable at lower energies but then neutral messengers, generated in interactions in the vicinity of where particle acceleration occurs, have to be searched for. The promising neutrino astronomy (with the sun and SN1987A as only cosmic sources so far) and gravitational radiation astronomy being still in their infancy, one has to resort to the more copious gamma-rays. These have the inconvenience of mostly washing out information about the primary particle which generated it and having a limited horizon at the highest energies, but come with the bonus that high-energy gamma-ray detectors can achieve an order of magnitude better spatial resolution than the other forms of cosmic rays, making them very effective to perform astronomical measurements, i.e. associating a specific position in the sky with the observed emission and performing an association with a class of known objects. In the case of Active Galaxies, an obvious class of cosmic accelerators, the gamma-ray spectra and variability probe the acceleration mechanism closer than any direct observation currently available. Photons are also prone to propagation effects over cosmological distances - which is a blessed nuisance since it hinders the knowledge of the emitted radiation but also probes the intergalactic fields well enough despite the lack of knowledge on the intrinsic source. A better understanding of particle acceleration occuring in active galaxies in particular, and of the origin of the most energetic cosmic rays in general, requires thorough research of multi-wavelength observations and their relationships with the most energetic gamma-rays.