This thesis addresses two different topics related to the physics of nanoscale systems. The first topic concerns quantum correlations and entanglement between electrons in solid-state systems, with a focus on how to generate electronic orbital entanglement on a sub-decoherence time scale and how to achieve experimentally more feasible entanglement detection schemes. The second topic concerns heat transport and temperature fluctuations in nanoscale systems, with a focus on how to utilize temperature fluctuations for calorimetric detection of single particles. The thesis comprises five papers.In Paper I, we propose a quantum dot system to generate and detect, using cotunneling processes, orbitally entangled pairs of electrons on a sub-decoherence time scale.In Paper II, we investigate, by applying an entanglement witness, the minimal number of zero-frequency current cross-correlation measurements needed to detect bipartite entanglement between two flying qubits.In Paper III, we consider energy and temperature fluctuations, and the influence of charging effects, in a metallic island tunnel coupled to a normal metallic lead, the so-called single electron box.In Paper IV, we investigate nanoscale quantum calorimetry and propose a setup consisting of a metallic island and a superconducting lead to realize a nanoscale calorimeter that may probe the energies of tunneling electrons.In Paper V, we investigate photon transport statistics of a microwave cavity, including the short-time statistics of single photon emissions and the long-time statistics of heat transport through the cavity.