Oxidation with Ozone
Ozone reacts with alkenes to ultimately give products in which the double bond has been cleaved. The intermediate ozonide can be reduced with a variety of reagents, including Me2S, Zn°, PPh3, or hydride reducing agents. Other functional groups that readily react with ozone are phosphines, sulfides and selenides, which give phosphine oxides, sulfoxides and selenoxides. Ozone reacts much more slowly with alkynes than with alkenes.

Androstene-3,17-dione, 4-: Schmidt, R.; Huesmann, P. L.; Johnson, W. S. J. Am. Chem. Soc. 1980, 102, 5122. DOI

As with most other oxidations, double bonds are more reactive than triple bonds. Japonilure (Japanese beetle sex pheromone): Papillon, J. P. N.; Taylor, R. J. K. Org. Lett. 2002, 4, 119

A commonly used alternative to ozonolysis to cleave double bonds is the OsO4/NaIO4 reagent combination (Lemieux-Johnson oxidation).
Oxidation of Selenides
Ozone is useful as a mild low-temperature oxidant for selenides to selenoxides: Akuammicine: Bonjoch, J.; Sole, D.; Garcia-Rubio, S.; Bosch, J. J. Am. Chem. Soc. 1997, 119, 7230. DOI
