Many of the most fundamental unsolved questions in star and galaxy formation revolve around star formation and ʺfeedbackʺ from both massive stars and accretion onto super-massive black holes. I'll present new simulations which attempt to realistically model the diverse physics of the interstellar medium, star formation, and feedback from stellar radiation pressure, supernovae, stellar winds, and photo-ionization. These mechanisms lead to 'self-regulated' galaxy and star formation, in which global correlations such as the Schmidt-Kennicutt law and the global inefficiency of star formation -- the stellar mass function -- emerge naturally. Within galaxies, feedback regulates the structure of the interstellar medium, and many observed properties of the ISM, star formation, and galaxies can be understood as a fundamental consequence of super-sonic turbulence in a rapidly cooling, self-gravitating medium. But feedback also produces galactic super-winds that can dramatically alter the cosmological evolution of galaxies, their behavior in galaxy mergers, and structure of the inter-galactic medium: these winds depend non-linearly on multiple feedback mechanisms in a way that explains why they have been so difficult to model in previous ʺsub-gridʺ approaches. Finally, I'll discuss how missing physics in these models might change our conclusions.