Cosmology Intertwined: A Review of the Particle Physics, Astrophysics, and Cosmology Associated with the Cosmological Tensions and Anomalies

In this paper we will list a few important goals that need to be addressed in the next decade, also taking into account the current discordances between the different cosmological probes, such as the disagreement in the value of the Hubble constant $H_0$, the $\sigma_8$--$S_8$ tension, and other less statistically significant anomalies. While these discordances can still be in part the result of systematic errors, their persistence after several years of accurate analysis strongly hints at cracks in the standard cosmological scenario and the necessity for new physics or generalisations beyond the standard model. In this paper, we focus on the $5.0\,\sigma$ tension between the {\it Planck} CMB estimate of the Hubble constant $H_0$ and the SH0ES collaboration measurements. After showing the $H_0$ evaluations made from different teams using different methods and geometric calibrations, we list a few interesting new physics models that could alleviate this tension and discuss how the next decade's experiments will be crucial. Moreover, we focus on the tension of the {\it Planck} CMB data with weak lensing measurements and redshift surveys, about the value of the matter energy density $\Omega_m$, and the amplitude or rate of the growth of structure ($\sigma_8,f\sigma_8$). We list a few interesting models proposed for alleviating this tension, and we discuss the importance of trying to fit a full array of data with a single model and not just one parameter at a time. Additionally, we present a wide range of other less discussed anomalies at a statistical significance level lower than the $H_0$--$S_8$ tensions which may also constitute hints towards new physics, and we discuss possible generic theoretical approaches that can collectively explain the non-standard nature of these signals.[Abridged