The evolution of power and radiofrequency electronics enters a new era with (ultra)wide bandgap semiconductors such as GaN, SiC, and β-Ga2O3, driving significant advancements across various technologies. The elevated breakdown voltage and minimal on-resistance result in size-compact and energy-efficient devices. However, effective thermal management poses a critical challenge, particularly when pushing devices to operate at their electronic limits for maximum output power. To address these thermal hurdles, comprehensive studies into thermal conduction within semiconductor heterostructures are essential. This review offers a comprehensive overview of recent progress in (ultra)wide bandgap semiconductor heterostructures dedicated to electronics cooling and are structured into four sections. Part 1 summarizes the material growth and thermal properties of (ultra)wide bandgap semiconductor heterostructures. Part 2 discusses heterogeneous integration techniques and thermal boundary conductance (TBC) of the bonded interfaces. Part 3 focuses on the research of TBC, including the progress in thermal characterization, experimental and theoretical enhancement, and the fundamental understanding of TBC. Parts 4 shifts the focus to electronic devices, presenting research on the cooling effects of these heterostructures through simulations and experiments. Finally, this review also identifies objectives, challenges, and potential avenues for future research. It aims to drive progress in electronics cooling through novel materials development, innovative integration techniques, new device designs, and advanced thermal characterization. Addressing these challenges and fostering continued progress hold the promise of realizing high-performance, high output power, and highly reliable electronics operating at the electronic limits.