The joint detection of gravitational waves and electromagnetic radiation from the binary neutron star merger GW170817 has ushered in a new era of multi-messenger astronomy. At the same time, regular detection of high-energy neutrinos by the IceCube Observatory provides a powerful new probe of particle acceleration and cosmic rays. The coming decade will see dramatic improvements in the capabilities (sensitivity, localization) of these ground-based gravitational-wave and high-energy neutrino facilities. In this talk I will describe two mission concepts for space-based facilities to capitalize on these exciting opportunities: Dorado, a wide-field (50 square degrees) UV imager on a SmallSat spacecraft ($35M), and the Transient Astrophysics Probe (TAP; $1bn), a multi-wavelength facility designed for transient astronomy and gravitational-wave follow-up.