We review the status of CP-odd pseudoscalar searches at colliders and other high-energy physics experiments, highlighting the similarities and differences between axions, axion-like particles (ALPs) and other more exotic species of the "axion family". Aiming to determine the phenomenologically relevant interactions, we take into account loop effects and distinguish the model-dependent and -independent components of the couplings, with special focus on electroweak gauge bosons. The particular case of heavy axions is analysed in more detail, showing the potential of the LHC to probe ample new regions of parameter space. To this aim, a two-coupling-at-a-time approach is followed, showcasing the importance of not limiting the study to specific individual interactions.