We theoretically investigate questions regarding the controlled emission and entanglement of individual electrons in mesoscopic circuits, the statistics of current fluctuations and electron waiting times for phase-coherent quantum transport, and thermal machines such as heat engines and refrigerators at the nano-scale. Chapter 2 focuses on dynamic single-electron sources, specifically on the generation of ac spin currents in topological insulators, Mach-Zehnder interferometry with periodic voltage pulses, and the on-demand entanglement of few-electron excitations. In Chapter 3, we present a novel theory for joint electron waiting times and we connect the occurence of negative values in the full counting statistics to a peculiar interference effect. Chapter 4 discusses a heat engine based on the interference in a Mach-Zehnder interferometer as well as implementations for the arguably smallest thermal machines making use of a Josephson junction coupled to harmonic oscillators.