The revolutionary discovery of gravitational waves has opened an unprecedented experimental window into the Universe. The fact that the relevant physics is often out of equilibrium offers a golden opportunity for holography to make a unique impact on astrophysics and cosmology. I will review recent progress in this direction, with a focus on cosmological phase transitions. In particular, I will describe a recently discovered GW-production mechanism. I will also discuss a new holographic framework to describe strongly coupled matter coupled to dynamical gravity. If time permits, I will briefly mention possible applications to thermal inflation, primordial black holes, (p)reheating, baryogenesis, turbulence, cosmic strings and spacetime singularities. No prior knowledge of string theory or holography required.