Extragalactic jets launched from the immediate vicinity of supermassive black holes in radio-loud active galactic nuclei (AGN) are key objects in modern astronomy and astroparticle physics. AGN jets carry a fraction of the total gravitational energy released during the accretion of matter onto supermassive black holes and are prime suspects as possible sources of ultrahigh-energy cosmic rays and the recently detected extraterrestrial neutrinos at PeV energies. TANAMI (Tracking Active galactic Nuclei with Austral Milliarcsecond Interferometry) is a multiwavelength program monitoring AGN jets of the southern sky. It combines high-resolution imaging and spectral monitoring at radio wavelengths with higher-frequency observations at IR, optical/UV, X-ray, and γ-ray energies. We review recent results of the TANAMI program, highlighting AGN candidate neutrino-emitters in the error circles of the IceCube PeV neutrino events.