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Gravitational waves (GWs) have the potential to probe the entirety of cosmological history due to their nearly perfect decoupling from the thermal bath and any intervening matter after emission. In recent years, GW cosmology has evolved from merely being an exciting prospect to an actively pursued avenue for discovery, and the early results are very promising. As we highlight in this paper, spectral distortions (SDs) of the cosmic microwave background (CMB) uniquely probe GWs over six decades in frequency, bridging the gap between astrophysical high- and cosmological low-frequency measurements. This means SDs will not only complement other GW observations, but will be the sole probe of physical processes at certain scales. To illustrate this point, we explore the constraining power of various proposed SD missions on a number of phenomenological scenarios: early-universe phase transitions (PTs), GW production via the dynamics of SU(2) and ultra-light U(1) axions, and cosmic string (CS) network collapse. We highlight how some regions of parameter space were already excluded with data from COBE/FIRAS, taken over two decades ago. To facilitate the implementation of SD constraints in arbitrary models we provide GW2SD. This tool calculates the window function, which easily maps a GW spectrum to a SD amplitude, thus opening another portal for GW cosmology with SDs, with wide reaching implications for particle physics phenomenology.