The discovery of an astrophysical high-energy neutrino flux in 2013 by the IceCube Neutrino Observatory marked the beginning of an exciting era in multi-messenger astronomy. More than a decade after this breakthrough discovery, the origin of the bulk of the cosmic neutrino flux remains unknown. However, several individual extra-galactic sources, most of them active galaxies, have been associated with IceCube neutrinos at different confidence levels. The most compelling cases are those of the detection of a neutrino event, IC 170922A, from blazar TXS 0506+056 during an electromagnetic flare, and of an excess of ~70 neutrinos found in nine years of data from the nearby active galaxy NGC 1068. In my talk, I will present an overview of the theoretical efforts made to understand these associations, the new questions they brought up, and an outlook for future multi-messenger searches.