Non-abelian gauge theories underly particle physics, including collision processes at particle accelerators. Recently, quantum scattering probabilities in gauge theories have been shown to be closely related to their counterparts in gravity theories, by the so-called double copy. This suggests a deep relationship between two very different areas of physics, and may lead to new insights into quantum gravity, as well as novel computational methods. This talk will review the double copy for amplitudes, before discussing how it may be extended to describe exact classical solutions such as black holes. Finally, I will discuss hints that the double copy may extend beyond perturbation theory.