Massive stars have a profound astrophysical influence on the interstellar medium (ISM) throughout their tumultuous lives and deaths. Stellar feedback occurs through a variety of mechanisms: radiation, photoionization heating, winds, protostellar jets, supernovae, and cosmic-rays. Despite its importance, stellar feedback is cited as one of the biggest uncertainties in astrophysics today, stemming from a need for observational constraints and the challenges of considering many feedback modes simultaneously. In this talk, I will discuss recent studies of feedback from small scales of star clusters to large scales of galactic disks and outflows. By comparing multiwavelength observations with theoretical models, I will present constraints on the comparative role of different feedback modes and how they vary over time and conditions. Moreover, I will discuss the latest developments in understand the importance of cosmic-ray feedback based on simulations and high-energy observations.