In theoretical physics, it is often conjectured that a correspondence exists between the gravitational dynamics of asymptotically Anti-de Sitter (aAdS) spacetimes and a conformal field theory of their boundaries. In the context of classical relativity, one can attempt to rigorously formulate such a correspondence statement as a unique continuation problem for PDEs: Is an aAdS solution of the Einstein equations uniquely determined by its data on its conformal boundary? In this talk, we report on recent progress in this direction, and we highlight the connections between correspondence conjectures in physics, unique continuation theory for wave equations, and the geometry of aAdS spacetimes. We discuss recent unique continuation theorems for waves on aAdS spacetimes that form the key step toward correspondence results, as well as novel geometric obstructions to these results. As an application, we provide an answer to the following question: when can a symmetry on the conformal boundary be extended into the interior? This is mostly joint work with Gustav Holzegel (Imperial College London).