Photonic nanostructures can shape the broadband absorption and emission of electromagnetic waves from thermal sources in ways not possible with natural materials. In this talk, we will introduce our body of work on radiative sky cooling, whereby thermal photonic structures have enabled a broad range of new capabilities useful for energy applications by exhibiting tailored spectral and angular selectivity over both solar and long-wave infrared wavelengths. We will first describe the radiative sky cooling mechanism, and then show results from the first demonstrations of this passive cooling effect under solar illumination. Next we will highlight its utilization to maintain solar absorbers at lower temperatures, as well as more recent experimental demonstrations of radiative cooling to improve the thermodynamic efficiency of vapor-compression cycles. Motivated by these applications, we derive the fundamental limits of far-field radiative heat transfer possible between an arbitrary surface and a non-uniform thermal emitter, in particular the sky at infrared wavelengths, revealing conclusively that for all temperatures below the ambient air temperature, the optimal selective emitter will outperform a blackbody. Remarkably, we show that passive radiative cooling of as much as 100 K below ambient can be reached by the optimal selective thermal emitter facing the sky. Our results highlight new opportunities and needs to develop a broad range of spectrally and angular selective thermal emitters at mid-infrared wavelengths, with a view to better harnessing the ubiquitous thermal radiation that surrounds us.