In this contribution we present our on-going project about the understanding of the evolution of galactic OB associations and the implications on the global understanding of massive star evolution. Galactic OB associations are the ideal laboratory for testing our current knowledge about the stellar and chemical evolution, and the interaction of stars with the interstellar medium. Moreover, current observational facilities allow us to (almost) cover the complete multi-wavelength emission of such systems. Each energy range provides valuable pieces of information, but they alone only provide a partial picture. We will present here a multi-wavelength picture of the evolution of OB associations. We will focus on the correlations between some energy bands. We will show how a multi-wavelength study allows us to reach a better understanding of the physical processes inside OB associations and how such correlations allow us to overcome some of the uncertainties that observations in an individual range alone are not able to solve.