Since the launch of the Rossi X‐ray Timing Explorer in 1995 our understanding of jetted outflows has significantly improved. Indeed, relativistic jets are now believed to be a fairly ubiquitous property of accreting compact objects, that are intimately coupled with the accretion history. In this review, we summarize the observational connections in X‐ray binaries between accretion flows and relativistic outflows (especially the relation with the X‐ray states). We emphasize those aspects that have significantly benefited from the RXTE experiment, including the role that jets could play at high energies. We also review recent observations of large scale relativistic jets that could point to their long term effects on the interstellar medium. © 2004 American Institute of Physics