In this talk I will discuss recent work on the interaction of the Milky Way (MW) with its most massive satellites, focusing on its most recent accretions - the infalling Magellanic Clouds and currently shredding Sagittarius (Sgr) dwarf galaxy. I will discuss their individual and combined role in shaping the Galaxy on different scales from their impact on the MW's dark matter halo all the way to the Galactic disc(s), discussing results from recent live N-body simulations of these interactions. I will focus primarily on the interaction of Sgr with the Milky Way and its importance in shaping the Galactic disc from its outer region all the way to the solar neighbourhood, comparing various predictions of these pre-Gaia models with observations dating before and after the Gaia second data release of the disc across ~10 scale lengths. I will discuss the origins of all these structures with respect to the orbital mass-loss history of Sgr and how we can use the Galactic disc to constrain the latter. In the last part of this talk I will discuss the role of the LMC in shaping the outer disc and the more distant regions of the MW, particularly its dark matter halo and how this could be studied in the near future through the stellar halo.