The Cosmic Microwave Background (CMB) serves as a powerful backlight, illuminating thestructures throughout the universe. As the CMB photons travel to our telescopes from the surface of last scattering, their interactions with matter imprint detectable signatures in the CMB spectrum, known as the CMB secondary anisotropies. Among these late-time phenomena, the Sunyaev–Zel’dovich (SZ) effect—caused by scattering of the CMB photons off free electrons—is one of the most powerful, providing a unique window into the pressure and density of the electron gas. As the ionized gas and its feedback on the underlying dark matter distribution via high-energy processes present a significant obstacle to obtain precise cosmological constraints from the matter power spectrum, the SZ effect serves as an invaluable tool to address these challenges. This thesis uses the measurements of the CMB secondary anisotropies, particularly the SZ effect, from the state-of-the-art experiments, the Planck satellite and the ground-based Atacama Cosmology Telescope (ACT), in combination with Large-Scale Structure data to probe the ionized gas in distant galaxies. Chapter 2 presents the second measurement of the kinetic SZ effect in the unWISE galaxies with Planck using the projected-fields estimator. This work concludes that the ionized gas abundance in these galaxies matches the primordial-CMB predictions. Chapter 3 describes the work done to model the galaxy-halo connection of the unWISE catalog with Planck CMB lensing data using the halo model framework. It constrained the halo masses of these samples to ≈ 2 ×10¹³ _⊙/ℎ, and found that they are dominated by central galaxies, rather than satellites. These constraints can be directly used in other cross-correlations of unWISE with, e.g., the tSZ or the kSZ effect in the halo model with the upcoming CMB experiments. Chapter 5 discusses the ongoing work of cross-correlating the Dark Energy Survey Maglim galaxies with the thermal SZ maps from ACT. It measures very extended pressure profiles around Maglim, which suggest strong feedback activity in low mass objects, pushing the ionized gas far outside of the halo. This thesis also presents novel techniques to tackle the key systematics in cosmological cross-correlations. The analysis of Maglim galaxies employs the new Cosmic Infrared Background (CIB) cleaning technique, the moment-deprojection method, which ensures that the measurement is robust to this foreground. Chapter 4 discusses three new methods to remove the CIB and tSZ contamination, using the external Large-Scale Structure data which show a large correlation with both fields (e.g., the unWISE catalog). With the new methods presented, it is possible to remove those contaminants to enhance the measurements of the blackbody component of a CMB map. The results presented in this thesis offer a unique window into the baryons residing in distant galaxies through the SZ effect, confirming there is no missing baryons, and indicating that the feedback is stronger than predicted in simulations. These analyses lay the groundwork for cross-correlations of the upcoming high-resolution, low-noise CMB experiments such as the Simons Observatory, and high density galaxy surveys, including DESI, Euclid, or LSST. The upcoming measurements will yield precise constraints on gas physics, transforming our understanding of galaxy formation, and enabling cosmological constraints from the matter power spectrum, where baryons currently represent the primary uncertainty.