The era of time domain and multi-messenger astronomy is not only leading to the development of a much broader set of detectors and instruments for astrophysical observations, but is also providing the means for astronomy to tie directly to cutting-edge studies in physics. In this manner, fundamental physics (theory and experiment) coupled with a strong theoretical understanding of astrophysical phenomena (guided by high-performance computing simulations) can tie directly to the amazing new observations in astronomy. Here we discuss how physics, astrophysical models, and observations can not only help astronomy probe fundamental physics but guide the needs for next-generation astrophysical missions.