The thermodynamic properties of the ionized baryons in galaxies, groups, and clusters encode the effects of the assembly history and feedback processes that shape galaxy and cluster formation. These properties can be studied through the thermal and kinematic Sunyaev-Zel’dovich (SZ) effects imprinted on high resolution maps of the cosmic microwave background (CMB). I will review new SZ observations (Schaan, Ferraro, Amodeo et al. 2021) from the Atacama Cosmology Telescope DR5 and Planck in combination with the CMASS galaxy catalogs from the Baryon Oscillation Spectroscopic Survey, from which we achieve high signal-to-noise measurements of the electron density, temperature and pressure distribution around the CMASS galaxies. I will discuss new constraints on the feedback and the non-thermal pressure support, as well as the effect of including baryons in the modeling of galaxy-galaxy lensing measurements (Amodeo et al. 2021). These measurements provide novel tests of current and future hydrodynamical simulations with sub-grid physics models. I will outline the rapid growth of SZ cross-correlation measurements expected over the next decade with upcoming CMB experiments, like Simons Observatory and CMB-S4, and large-scale structure surveys like DESI, the Rubin Observatory or Euclid.