Star formation and supermassive black hole growth in galaxies appear to be self-limiting. The mechanisms for self-regulation are known as feedback. Cosmic rays, the relativistic particle component of interstellar and intergalactic plasma, are among the agents of feedback. Because cosmic rays are virtually collisionless in the plasma environments of interest, their interaction with the ambient medium is primarily mediated by large scale magnetic fields and kinetic scale plasma waves. Because kinetic scales are much smaller than global scales, this interaction is most conveniently described by fluid models. In this paper, I discuss the kinetic theory and the classical theory of cosmic ray hydrodynamics (CCRH) which follows from assuming cosmic rays interact only with self-excited waves. I generalize CCRH to generalized cosmic ray hydrodynamics, which accommodates interactions with extrinsic turbulence, present examples of cosmic ray feedback, and assess where progress is needed.