Cell shape and mechanics are determined by the interplay of three distinct cytoskeletal networks, made of actin filaments, microtubules, and intermediate filaments. These three types of cytoskeletal polymers have rather different structural and physical properties, enabling specific cellular functions. However, there is growing evidence that the three cytoskeletal subsystems also exhibit strongly coupled functions necessary for polarization, cell migration, and mechano-responsiveness. Here we summarize this evidence from a biophysical point of view, focusing on physical (direct) interactions between the cytoskeletal elements and their influence on cell mechanics and cell migration.