The origin of high-energy cosmic neutrinos is one of the biggest mysteries in astroparticle physics. The fact that diffuse intensities of high-energy neutrinos, ultrahigh-energy cosmic rays, and GeV-TeV gamma rays are all comparable suggests that these messengers are physically connected. The IceCube data above 100 TeV energies can be naturally explained by cosmic-ray reservoir models. In particular, starburst galaxies and galaxy clusters/groups serve as natural storage rooms of cosmic rays, and it has been theoretically predicted that these sources are promising sites of high-energy neutrinos and gamma rays that are produced via inelastic pp interactions. Indeed, the predictions made before the discovery of IceCube neutrinos are consistent with the current high-energy neutrino data measured in IceCube, and that they could give a grand-unified view of sub-PeV neutrinos, sub-TeV gamma rays, and ultrahigh-energy cosmic rays. These unified models have strong prediction powers, which can be tested by next-generation neutrino detectors such as IceCube-Gen2 as well as gamma-ray telescopes such as CTA. The recent observations have also shown that the 10-100 TeV diffuse neutrino flux is higher than that at PeV energies, which suggests that they come from a different class of neutrino sources. The detailed comparison with the diffuse isotropic gamma-ray background measured by Fermi has revealed that these medium-energy neutrinos are likely to come from hidden cosmic-ray accelerators, from which neutrinos can escape while GeV-TeV gamma rays are attenuated. The candidate source classes are choked gamma-ray burst jets and active galactic nuclei cores. In particular, the model of radio-quiet active galactic nuclei predicts a unique connection between 10-100 TeV neutrinos and MeV gamma rays, which can be robustly tested with future MeV gamma-ray missions such as AMEGO.