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The laws of thermodynamics are usually formulated under the assumption of infinitely large environments. While this idealization facilitates theoretical treatments, real physical systems are always finite and their interaction range is limited. These constraints have consequences for important tasks such as cooling, not directly captured by the second law of thermodynamics. Here, we study catalytic transformations that cannot be achieved when a system exclusively interacts with a finite environment. Our core result consists of constructive conditions for these transformations, which include the corresponding global unitary operation and the explicit states of all the systems involved. From this result we present various findings regarding the use of catalysts for cooling. First, we show that catalytic cooling is always possible if the dimension of the catalyst is sufficiently large. In particular, the cooling of a qubit using a hot qubit can be maximized with a catalyst as small as a three-level system. We also identify catalytic enhancements for tasks whose implementation is possible without a catalyst. For example, we find that in a multiqubit setup catalytic cooling based on a three-body interaction outperforms standard (non-catalytic) cooling using higher order interactions. Another advantage is illustrated in a thermometry scenario, where a qubit is employed to probe the temperature of the environment. In this case, we show that a catalyst allows to surpass the optimal temperature estimation attained only with the probe.