Almost everything we know about the cosmos has come to us in the form of electromagnetic waves. Particle Astrophysics provides brand new windows to the cosmos. Penn State faculty are prominent participants in three novel initiatives: the Pierre Auger Cosmic Ray Observatory located in Argentina, the IceCube Neutrino Observatory at the south pole and the Swift Gamma-Ray Burst Explorer satellite and the Laser Interferometer Gravitational Observatories in the U.S. LIGO and Auger have already started making major discoveries and IceCube has completed its construction. Penn State is the only U.S. institution participating in both of these premier ground-based projects. Gamma ray bursts are especially violent supernova explosions which spew out, in a few blinding seconds, as much energy as a thousand suns do in their entire life times. Swift, with its mission control center at Penn State, has been providing the best observations of these explosions, making Penn State a dominant player in this exciting area. These bursts and other energetic cosmic events can also be studied using cosmic rays, neutrinos and gravitational waves. Thus, there is now exceptional synergy that places Penn State in a unique position to conduct a bold, multi-pronged approach to high energy astrophysics. The potential for major discoveries is enormous. Details on our new initiative to exploit this potential, AMON, can be found at http://amon.gravity.psu.edu.