There is a great series by NOVA on the unifying theory for physics. Apparently there are about 28 factors that phycisists measure at the subatomic level and at the planetary level. These 28 factors (gravity, light, radiation, mass, etc, etc) are interrelated by equations. Unfortunately the equations at the planetary level (i.e stars, nova, planets) are not the same ones for subatomic and atomic particles observed in super colliders. Theoretically they should be, but they are not. It means there are other factors that we are not observing at the planetary level and subatomic level. Mathmeticians are trying to derive the common equations that will work at the two different levels. Their theoretical derivations if expressed into the physical world would mean that there is more dimensions than the four we can measure (height, length, width, and time). So far no one has conducted experiments that allow us to measure these additional dimensions. All of this is deducted from known and measured data. That is why it is still a theory. I hope my layman explanation helped.
It's a start.
And that is why physics should never be taught as a fact. It contains only theories and critical discussions involving the holes in these theories need to be discussed and alternative views must be expressed. - As per stickers in Georgia biology textbooks.