Since the inner regions of AGNs cannot be directly resolved, multi-wavelength variability gives us our best probe of the inner regions of AGNs. Variability gives important constraints on the nature of AGNs that must be considered in any model. I discuss recent results from X-ray to IR continuum variability. A new picture is emerging that both the overall continuum and its variability are very similar across this broad spectral region for AGNs with a wide range of black hole masses, accretion rates, orientations, and jet luminosities. After allowance for differing black hole masses, high accretion rate sources (NLS1s) differ little from lower accretion rate sources and radio-loud sources are similar to radio-quiet sources. The emission mechanisms are therefore fundamentally similar for all AGNs, and similarities extend down to stellar mass X-ray binary sources.