I discuss some of the most outstanding challenges in relativistic astrophysics in the subjects of: COMPACT OBJECTS (Black Holes and Neutron Stars); DARK SECTOR (Dark Matter and Dark Energy); PLASMA ASTROPHYSICS (Origin of Jets, Cosmic Rays and Magnetic Fields) and the PRIMORDIAL UNIVERSE (Physics at the beginning of the Universe). In these four subjects, I discuss twelve of the most important challenges. These challenges give us insight into new physics that can only be studied in the large scale Universe. The near future possibilities, in observations and theory, for addressing these challenges, are also discussed.