This book contains material from the lecture courses conducted at the Theoretical Advanced Study Institute (TASI, Colorado, USA) on high energy physics and cosmology in 2008. Three series of lectures are presented in parallel in the areas of Large Hadron Collider (LHC) phenomenology and experimentation; advanced theoretical topics beyond the standard model; and neutrino oscillation, astroparticle physics and cosmology. The phenomenology lectures cover a broad spectrum of standard research techniques used to interpret present-day and LHC data. The new physics lectures focus on modern speculations about physics beyond the standard model, with an emphasis on supersymmetry, grand unification theories, extra-dimensional theories, and string phenomenology, which may be tested at the LHC. The lecture series on neutrino physics, astroparticle physics and cosmology treats recent developments in neutrino oscillations, theories and searches of dark matter and dark energy, cosmic microwave background radiation, and density perturbation theory. The lectures are of pedagogical nature in presentation, and are accessible to advanced graduate students and researchers in high energy physics and cosmology.