Spintronics is about the coupled electron spin and charge transport in condensed-matter structures and devices. The recently invigorated field of spin caloritronics focuses on the interaction of spins with heat currents, motivated by newly discovered physical effects and strategies to improve existing thermoelectric devices. Here we give an overview of our understanding and the experimental state-of-the-art concerning the coupling of spin, charge and heat currents in magnetic thin films and nanostructures. Known phenomena are classified either as independent electron (such as spin-dependent Seebeck) effects in metals that can be understood by a model of two parallel spin-transport channels with different thermoelectric properties, or as collective (such as spin Seebeck) effects, caused by spin waves, that also exist in insulating ferromagnets. The search to find applications - for example heat sensors and waste heat recyclers - is on.