Many extragalactic and cosmological applications require complete three-dimensional catalogs of galaxies covering significant fractions of the sky and reaching well beyond the local Universe. Before the advent of future very wide-angle deep surveys, this type of catalogs can be obtained by combining information from various existing datasets and estimating redshifts from multi-wavelength photometry. I will shortly explain the idea of the photometric redshift technique and present almost all-sky photo-z catalogs that I prepared with my collaborators in the recent years, using input data from 2MASS, WISE and SuperCOSMOS. I will then describe selected applications of these and other wide-angle datasets for probing the nature of the large-scale structure and its tracers, and for multi-messenger astronomy including searches for electromagnetic counterparts of gravitational wave events.