The interaction between dark matter and dark energy can be in- corporated into field theory models of dark energy that have proved successful in alleviating the coincidence problem. We review recent advances in this field, including new models and constraints from dif- ferent astronomical data sets. We show that interactions are allowed by observations and can reduce the current tensions among different measurements of cosmological parameters. We extend our discussion to include constraints from non-linear effects and results from cosmo- logical simulations. Finally, we discuss forthcoming multi-messenger data from current and future observational facilities that will help to improve our understanding of the interactions within the dark sector.