For example, in 1861-65 James Maxwell explained the interrelation of electric and magnetic fields in his unified theory of electromagnetism. Then, in 1881-84 Hertz demonstrated that radio waves and light were both electromagnetic waves, as predicted by Maxwell's theory.
Today, one of the major goals of particle physics is to unify strong, weak, and electromagnetic interactions into a "Grand Unified Theory" (or, G.U.T. if you prefer). Perhaps such a theory could tell us at what energies all forces merge into one.
Read more about several theories and experiments which served to make particle physics as a whole more cohesive. In addition, you can read more about the significance and use of G.U.T.