Here I develop the connection between thermodynamics, entanglement, and gravity. I begin by showing that the classical null energy condition (NEC) can arise as a consequence of the second law of thermodynamics applied to local holographic screens. This is accomplished by essentially reversing the steps of Hawking's area theorem, leading to the Ricci convergence condition as an input, from which an application of Einstein's equations yields the NEC. Using the same argument, I show logarithmic quantum corrections to the Bekenstein-Hawking entropy formula do not alter the form of the Ricci convergence condition, but obscure its connection to the NEC. Then, by attributing thermodynamics to the stretched horizon of future lightcones -- a timelike hypersurface generated by a collection of radially accelerating observers with constant and uniform proper acceleration -- I derive Einstein's equations from the Clausius relation. Based on this derivation I uncover a local first law of gravity, connecting gravitational entropy to matter energy and work. I then provide an entanglement interpretation of stretched lightcone thermodynamics by extending the entanglement equilibrium proposal. Specifically I show that the condition of fixed volume can be understood as subtracting the irreversible contribution to the thermodynamic entropy. Using the AdS/CFT correspondence, I then provide a microscopic explanation of the 'thermodynamic volume' -- the conjugate variable to the pressure in extended black hole thermodynamics -- and reveal the super-entropicity of three-dimensional AdS black holes is due to the gravitational entropy overcounting the number of available dual CFT states. Finally, I conclude by providing a recent generlization of the extended first law of entanglement, and study its non-trivial 2+1- and 1+1-dimensional limits. This thesis is self-contained and pedagogical by including useful background content relevant to emergent gravity.