Massive stars are fundamental engines in cosmic evolution, providing strong radiative and kinetic feedback to their environment through their copious ionizing radiation and energetic explosions. They also drive the chemical evolution of their hosts. Despite their importance, large uncertainties remain in our understanding of massive stars, including processes such as internal mixing, interactions with close companions, and the formation of compact objects at the end of their evolution. The detection of gravitational waves from merging compact objects introduces an important new avenue to study these processes, with an associated large effort from the astrophysical community to understand both how these sources are formed, and how the observed sample can be used to answer long-standing questions. In this talk I will discuss how the current sample of gravitational wave sources is providing unique insights into single and binary star evolution, but also emphasize the importance of electromagnetic observations to constrain the variety of intermediate stages that two stars go through before reaching that evolutionary stage.