The Quark-Gluon Plasma (QGP), a QCD state of matter created in ultrarelativistic heavy-ion collisions, has remarkable properties as a low shear viscosity over entropy ratio. Through the detection of multi-particle production, the bulk debris of the collision, these so-called soft probes have provided quantitative insight into the created matter. However, its fast evolution and thermalization properties remain elusive to the soft sector. Only the usage of high momentum objects as probes of the QGP can unveil its constituents at the different wavelengths. In this review, we attempt to provide a comprehensive picture of what was, so far, possible to withdraw given our current theoretical understanding of jets, heavy-flavor, and quarkonia. We will bridge the resulting qualitative picture to the experimental observations done at both the LHC and RHIC. We will focus on the phenomenological description of experimental observations, provide a brief analytical summary of the description of hard probes, and an outlook towards the main difficulties we will need to surpass in the following years. To benchmark QGP-related effects, we will also address nuclear modifications to the initial state and hadronization effects.