The last decade has seen fruitful interactions between elementary particle physics and cosmology. Developments in the theories of broken symmetry, gauge interactions and supersymmetry have opened up new possibilities for the history of the early universe, while astronomical data on cosmic expansion, baryon-entropy ratio, galactic structure and elemental abundances have set constraints on particle theories. The First Jerusalem Winter School aimed at presenting a systematic account of these topics, from the physical and astronomical fundamentals to the latest progress.