In recent years, surveys have identified a new class of luminous transients with an extremely rapid rise to maximum (of a few days) and blue colours. These transients, refered to as Fast Blue Optical Transients (FBOTs), are generally attributed to stellar explosions, but their properties challenge traditional supernova models. Alternative scenarios for FBOTs include failed supernovae (SNe), the detonation of a helium shell on a white dwarf, SN shock breakout from a dense circumstellar medium, or other engine-driven mechanisms. Multi-wavelength studies that include radio and x-ray data allow us to probe the relativistic material. I will discuss how we are using these observations to constrain the nature of this new class of transient.