Recent measurements by the Fermilab g-2 experiment seem to confirm the long-standing muon g-2 anomaly first measured by BNL. If theoretical and experimental progress in the coming years confirms the deviation from the Standard Model (SM) expectation, this would represent the first solid evidence of Beyond SM (BSM) physics. Over the years, many models have been proposed to account for the g-2 anomaly, but we ask a simple question: how heavy could the new physics be, based only on unitarity and optionally general flavour or naturalness considerations? We perform a model-exhaustive analysis of all possible BSM solutions to the anomaly and analyze their phenomenology. Our results show that a muon physics program starting with a low-energy fixed target experiment and culminating in a 30 TeV muon collider is guaranteed to discover new physics connected to g-2.