The venerable study of cosmic explosions is over a century old. However, until recently, there has existed a glaring six-magnitude luminosity gap between the brightest novae and faintest supernovae. To find optical transients that are fainter, faster, and rarer than supernovae, we designed a systematic search: the Palomar Transient Factory. Theorists predict a variety of mechanisms to produce transients in the gap and observers have the best chance of finding them in the local universe. Here I present discoveries and unique physics of cosmic explosions that bridge this gap between novae and supernovae.