Gas and dust in the interstellar medium (ISM) cools and condenses, gravitationally collapses, and forms stars. At the same time, stars can heat and ionize their surroundings, influencing the physical conditions of the nearby ISM. In this thesis, I take a multi-wavelength, spectroscopic approach to investigate the physical conditions of the multi-phase ISM in nearby galaxies.

The [CII] fine-structure transition at 158 micron is frequently the brightest far-infrared line in galaxies and can trace the ionized, atomic, and molecular phases of the ISM. I present velocity-resolved [CII] observations from SOFIA in the nearby galaxies M101 and NGC 6946 and determine that [CII] emission is associated with the atomic and molecular gas about equally, with little contribution from the ionized gas. Using the [CII] cooling function, I calculate the thermal pressure of the cold neutral medium and find that the high star formation rates in our sample can drive large thermal pressures, consistent with predictions from analytical theory.

Next, I investigate the properties of the ionized gas around one of the hottest and most luminous Wolf-Rayet (WR) stars in the Small Magellanic Cloud. I use spatially resolved mid-infrared Spitzer and far-infrared Herschel spectroscopy to establish the physical conditions of the ionized gas. Using the photoionization code Cloudy, I construct models with a range of constant densities between n_H = 4 - 12 cm^-3 and a stellar wind-blown cavity of 15 pc that reproduce the intensity and spatial distribution of most ionized gas emission lines. The higher ionization lines cannot be produced by the models --- however, I show that wind-driven shocks or a harder ionizing WR spectrum can explain their intensities.

Lastly, I explore the properties of molecular clouds in a large (170x350 pc) map of an active star-forming region in the Large Magellanic Cloud. Using 12CO(2-1) and 13CO(2-1) observations from the ALMA ACA, I decompose the emission into individual cloud structures and determine their sizes, linewidths, mass surface densities, and virial parameters. Almost all of the clouds are gravitationally bound or marginally bound and share similar properties to molecular clouds in the Milky Way. I do not find evidence that the surrounding star formation significantly influences the kinematic properties of the clouds through stellar feedback.