  The nature of most of the ~300 high-energy gamma-ray sources discovered by
the EGRET instrument aboard the Gamma-ray Observatory (GRO) between 1991 and
1999 is one of the greatest enigmas in high-energy astrophysics. While about
half of the extragalactic sources have been optically identified with Active
Galactic Nuclei (AGN), only a meagre 10% of the galactic sources have a
reliable identification. This low success rate has mainly to be ascribed to the
local crowding of potential optical counterparts and to the large gamma-ray
error boxes (of the order of one degree in radius) which prevented a
straightforward optical identification. Indeed, a multi-wavelength
identification strategy, based on a systematic coverage of the gamma-ray error
boxes, has been the only do-able approach. The situation is now greatly
improving thanks to the observations performed by the Fermi Gamma-ray Space
Telescope which, thanks to the LAT instrument, provides a factor of 50
improvement in sensitivity and a factor of 10 improvement in positional
accuracy. However, while the smaller error boxes will make the multi-wavelength
follow-ups easier, the larger sensitivity will enormously increase the number
of detected gamma-ray sources, requiring an even larger effort in the
multi-wavelength follow-ups. This effort can not be obviously sustained by
targeted observations only and it would greatly benefit from multi-wavelength
data and advanced data products available world wide through the science data
centres and interfaced by the Virtual Observatory (VO) tools. In this
contribution, I outline the science case, the multi-wavelength observation
synergies, and the requirements for both the the science data centres and the
VO.
