A critical discussion of our knowledge about extragalactic cosmic rays and magnetic fields is at-tempted. What do we know for sure? What are our prejudices? How do we confront our models with the observations? How can we assess the uncertainties in our modeling and in our observations? Unfortunately, perfect answers to these questions can not be given. Instead, I describe efforts I am involved in to gain reliable information about relativistic particles and magnetic fields in extragalactic space.