Blazars and Gamma Ray Bursts (GRBs) are the fastest objects known so far. The radiation we see from these sources originates in a jet of similar aperture angle, and we think it is the result of the conversion of some of the jet kinetic energy into random motion of the emitting particles. Mechanisms for producing, collimating and accelerating the jets in these sources are uncertain, and it is fruitful to compare the characteristics of both class of sources in search of enlightening similarities. I discuss some general characteristics of blazars and GRBs such as the power of their jets compared with what they can extract through accretion, and the dissipation mechanism operating in the jets of both classes of sources. In both classes, there is a well defined trend between the bolometric power and the frequency at which this power is mainly emitted, but blazars are “redder when brighter", while GRBs are “bluer when brighter". Finally, I discuss some recent exciting prospects to use blazars to put constraints on the cosmic IR–Optical–UV backgrounds, and to use GRBs as standard candles to measure the Universe
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