We introduce an entity-centric search experience, called Active Objects, in which entity-bearing queries are paired with actions that can be performed on the entities. For example, given a query for a specific flashlight, we aim to present actions such as reading reviews, watching demo videos, and finding the best price online. In an annotation study conducted over a random sample of user query sessions, we found that a large proportion of queries in query logs involve actions on entities, calling for an automatic approach to identifying relevant actions for entity-bearing queries. In this paper, we pose the problem of finding actions that can be performed on entities as the problem of probabilistic inference in a graphical model that captures how an entity bearing query is generated. We design models of increasing complexity that capture latent factors such as entity type and intended actions that determine how a user writes a query in a search box, and the URL that they click on. Given a large collection of real-world queries and clicks from a commercial search engine, the models are learned efficiently through maximum likelihood estimation using an EM algorithm. Given a new query, probabilistic inference enables recommendation of a set of pertinent actions and hosts. We propose an evaluation methodology for measuring the relevance of our recommended actions, and show empirical evidence of the quality and the diversity of the discovered actions.