The relation between thermal transport and gravity was highlighted in the seminal work by Luttinger in 1964, and has been extensively developed to understand thermal transport, most notably the thermal Hall effect. Here we review the novel concepts that relate thermal transport, the geometry of space-time and quantum field theory anomalies. We give emphasis to the cross-pollination between emergent ideas in condensed matter, notably Weyl and Dirac semimetals, and the understanding of gravitational and scale anomalies stemming from high-energy physics. We finish by relating to recent experimental advances and presenting a perspective of several open problems. CONTENTS I. Introduction II. Key concepts III. Thermal and electro-thermal transport A. Thermoelectric relations B. Luttinger theory of thermal transport coefficients 1. Tolman-Ehrenfest pioneering work: Thermodynamic equilibrium in gravitational fields C. Kubo formulas for the thermal and thermoelectric conductivities D. Formal derivation of generalized Luttinger relations IV. Transport and magnetization currents A. General remarks B. Luttinger, thermal transport and energy magnetization V. Transport and chiral anomalies A. Anomalies in QFT B. Anomalies in matter C. Anomalies and magnetotransport in Weyl semi-metals D. Anomaly induced magneto-electric and -thermal transport for Weyl semi-metals E. Weak magnetic field F. Thermoelectric transport relations of the anomaly-induced transport coefficients G. Large magnetic field H. Concluding remarks on magneto-transport VI. Axial gauge fields and the chiral anomaly. A. Axial gauge fields in Weyl semimetals. B. New anomaly induced transport phenomena in the presence of axial vector fields C. Curvature and elastic deformations VII. The scale anomaly and thermoelectromagnetic currents A. Scale anomaly in quantum electrodynamics B. Scale anomaly and transport effects in the bulk C. Anomalous thermoelectric current due to the conformal anomaly D. Scale electromagnetic effects at the boundary