Magnetically driven thermal changes in magnetocaloric materials have been exploited for several decades in order to pump heat near room temperature. By contrast, their electrocaloric and mechanocaloric counterparts have only been intensively studied and exploited for little over a decade. These different caloric strands have recently been unified to yield a single field of research that could help combat climate change by generating better heat pumps for cooling and also heating. Here we outline the timeliness of the present activity, and discuss recent advances in caloric measurements, materials, and prototypes.