  Two years ago, the astronomical community witnessed a historical breakthrough
observation: the detection of a short Gamma-Ray Burst (GRB) by gamma-ray
instruments in coincidence with the detection of a Gravitation Wave (GW) signal
produced by the coalescence of two binary neutron stars. This joint GRB-GW
observation paved the way to a new chapter in modern astrophysics: the
"Multi-Messenger" era. In this contribution, I will review the main results by
gamma-ray experiments obtained from 2015 to 2017 during the first two
observational runs of the LIGO-Virgo experiments (O1/O2), and highlight
strategies and status during the current run (O3) which will cover a 1-year
period starting April 2019. Finally, I will focus on future prospects for
gamma-ray missions dedicated to GW counterpart studies.
