This thesis focusses on the properties of, and relationships between, several fundamental objects arising from critical physical models. In particular, we consider Schramm--Loewner evolutions, the Gaussian free field, Liouville quantum gravity and the Brownian continuum random tree.

We begin by considering branching diffusions in a bounded domain $D\subset$ $Rd$, in which particles are killed upon hitting the boundary $\partial D$. It is known that such a system displays a phase transition in the branching rate: if it exceeds a critical value, the population will no longer become extinct almost surely. We prove that at criticality, under mild assumptions on the branching mechanism and diffusion, the genealogical tree associated with the process will converge to the Brownian CRT.

Next, we move on to study Gaussian multiplicative chaos. This is the rigorous framework that allows one to make sense of random measures built from rough Gaussian fields, and again there is a parameter associated with the model in which a phase transition occurs. We prove a uniqueness and convergence result for approximations to these measures at criticality.

From this point onwards we restrict our attention to two-dimensional models. First, we give an alternative, non-Gaussian" construction of Liouville quantum gravity (a special case of Gaussian multiplicative chaos associated with the 2-dimensional Gaussian free field), that is motivated by the theory of multiplicative cascades. We prove that the Liouville (GMC) measures associated with the Gaussian free field can be approximated using certain sequences of local sets" of the field. This is a particularly natural construction as it is both local and conformally invariant. It includes the case of nested CLE$\mathrm{<mrow\; data-mjx-texclass="ORD">4</mrow>}$, when it is coupled with the GFF as its set of ``level lines".

Finally, we consider this level line coupling more closely, now when it is between SLE$\mathrm{<mrow\; data-mjx-texclass="ORD">4</mrow>}$ and the GFF. We prove that level lines can be defined for the GFF with a wide range of boundary conditions, and are given by SLE$\mathrm{<mrow\; data-mjx-texclass="ORD">4</mrow>}$-type curves. As a consequence, we extend the definition of SLE$\mathrm{<mrow\; data-mjx-texclass="ORD">4</mrow>}(\rho )$ to the case of a continuum of force points.