I will consider the X-ray variability of AGN, including some old, but suprisingly useful, observations with EXOSAT, and compare AGN variability properties with those of X-ray binary systems. I will also discuss how AGN optical variability compares with X-ray variability in an attempt to determine the underlying reason, or reasons, behind optical AGN variability. I will also discuss the relationship between radio and X-ray variability in AGN, particularly regarding long monitoring programmes with Swift and AMI on the liner M81, where we find the first really reliable (non blazar) AGN X-ray/radio correlation.