Strong winds from massive stars generate shockwaves in the interstellar medium (ISM) and in wind-wind interactions in binary systems. The shocked plasma is often bright enough to detect from radio to gamma-rays, from which we may gain insights into stellar winds, thermal and non-thermal radiation mechanisms, hydrodynamic instabilities, particle acceleration, and stellar feedback to the ISM. I will show some results on emission from parsec-scale bow shocks driven by massive stars such as Zeta Ophiuchi and BD+43 3654, especially focussing on the boundary layer where wind and ISM are dynamically mixed. Colliding winds in binary systems also produce two-shock structures, but on AU scales with consequently more intense radiation. Surprisingly, we found that inverse-Compton (IC) cooling of the thermal plasma can play a key role in thermodynamics and dynamical stability of the shocked gas. I show results applied to the archetypal colliding-wind binary WR140 in the Cygnus region, for which IC cooling can explain a strong dip in the X-ray lightcurve around periastron. I will show some ongoing work studying the magnetic field configuration in colliding winds, and its dynamical impact. Finally I will discuss our work in the multi-wavelength context of binaries and star clusters, where very interesting advances are being made through gamma-ray observations and modelling. Those unable to attend the colloquium in person are invited to participate online through Zoom (Meeting ID: 942 0262 2849, passcode 792771) using the link: https://eu02web.zoom-x.de/j/94202622849?pwd=dGlPQXBiUytzY1M2UE5oUDRhbzNOZz09 During his visit to Heidelberg, Dr Mackey will be available for meetings by arrangement with his host Dr Andreas Sander (andreas.sander@uni-heidelberg.de).