Thermal machines perform useful tasks, such as producing work, cooling, or heating by exchanging energy, and possibly additional conserved quantities such as particles, with reservoirs. Here we consider thermal machines that perform more than one useful task simultaneously, terming these hybrid thermal machines. We outline their restrictions imposed by the laws of thermodynamics and we quantify their performance in terms of efficiencies. To illustrate their full potential, reservoirs that feature multiple conserved quantities, described by generalized Gibbs ensembles, are considered. A minimal model for a hybrid thermal machine is introduced, featuring three reservoirs and two conserved quantities, e.g., energy and particle number. This model can be readily implemented in a thermoelectric setup based on quantum dots, and hybrid regimes are accessible considering realistic parameters.