Where do Cosmic Rays Come From?

Cosmic rays, high energy particles, mostly protons and alpha rays, are bombarding our atmosphere.  How are they accelerated and where do they come from?  We don't know.   It is thought that the cosmic rays originating within the Milky Way are generated by supernovas, though there are no direct observations.  However, there are good reasons to believe that extremely high energy cosmic rays originate outside our galaxy.  There's a review in the preprint The Search for the Sources of the Cosmic Rays One Century after their Discovery