The standard cosmological lore is that galaxy surveys and cosmic microwave background (CMB) experiments open up a window on fundamental physics such as dark energy and dark matter. The four distinct probes enabled by surveys -- Baryon Acoustic Oscillations, Clusters, Gravitational Lensing, and Supernovae -- together with a pristine view of the early universe via the CMB allow us to determine cosmological parameters such as the equation of state of dark energy. I argue that this paradigm is breaking down, as we come to realize that the four probes are all correlated with one another and with the CMB itself. How to proceed is the subject of a raging debate, with many possible routes and assumptions. I give a few examples and recent results from the Dark Energy Survey and the South Pole Telescope