Why did galaxies at a certain point of their cosmological evolution, stop to form stars? What is the path(s) and the mechanism(s) leading the transition from gas rich, star-forming galaxies, to red passive galaxies, deprived of all their gas? Why black holes in galactic nuclei have masses proportional to bulge velocity dispersion and masses? Theory and (few) observations suggest that AGN driven super-winds (=feedback) play a major role in all these transformations. The two main building blocks of this scenario are: 1) AGN super-winds, which inject energy in their environment; 2) the interaction of these flows with the galaxy interstellar matter, and its physical/chemical/geometrical modification.
I will first review AGN super-winds seen in different gas phases and at different scales. I will then present searches for "direct" evidence of AGN feedback in bright nearby AGN, linking accretion and ejection occurring on sub-parsec scale in galaxy nuclei to the transformations occurring in the rest of the galaxy. One of the main channels for the transport of energy from nuclei to galaxy scales are shocks, and therefore searching for signatures of galaxy-wide shocks is one of the most promising route to probe AGN super-winds and feedback. I will present current programs to search for galaxy-wide shocks in AGN, and models for non thermal and neutrino emission produced by relativistic particles in AGN-driven shocks. I will compare them with Fermi observations of nearby galaxies, and ICECUBE neutrino detection. Finally, i will provide predictions for the detections by the upcoming CTA and KM3NeT neutrino telescope.