It is quite well established that shocks accelerate particles via the Fermi mechanism. We discuss common features of various extragalactic sources, ranging from Gamma-Ray Bursts and jets of Active Galactic Nuclei to Large-Scale Structure shocks and address how they affect particle acceleration. In particular, we address constraints on the maximum energy of ultra-high-energy cosmic rays. Interestingly, some recent studies indicate that Fermi acceleration in relativistic shocks (and GRBs, in particular) faces severe difficulties. We will address this issue and demonstrate that the ‘observed’ shock acceleration of electrons may have nothing to do with Fermi acceleration, but may rather be associated with micro-physics of collisionless shocks.