In this review paper we survey recent achievements in anomalous heat diffusion, while highlighting open problems and research perspectives. First, we briefly recall the main features of the phenomenon in low-dimensional classical anharmonic chains and outline some recent developments in the study of perturbed integrable systems and the effect of long-range forces and magnetic fields. Selected applications to heat transfer in material science at the nanoscale are described. In the second part, we discuss of the role of anomalous conduction in coupled transport and describe how systems with anomalous (thermal) diffusion allow a much better power-efficiency trade-off for the conversion of thermal to particle current.