Gamma-Ray Bursts (GRBs) are some of the most energetic events observed in Nature. They typically release as much energy in just a few seconds as our Sun will throughout its entire life. They occur approximately once a day and come from random points in the sky, with a seemingly uniform distribution. They can be roughly grouped into two classes according to their temporal duration. Long GRBs (lasting longer than about 2 seconds) are understood to be caused by collapsing cores of rapidly-rotating massive stars. Short GRBs (lasting less than about 2 seconds) are thought to be emitted mostly by pairs of neutron stars merging into a single object, although a small fraction of them is thought to come from isolated magnetars, and possibly from neutron stars merging with black holes, although the latter channel is not supported by observations yet. Since both core collapses and neutron-star mergers are violent physical processes with a high chance of producing observable gravitational waves (GWs), it is valuable to perform joint searches for GRBs and GWs that originate from a common source.