  We discuss the prompt emission of Gamma-Ray Bursts in different spectral
energy bands. First, we suggest that a three-part synchrotron emission model is
a good description of the ~20 keV - 1 MeV gamma-ray emission of GRBs. We show
that this model provides excellent fits to the data and naturally explains the
observed global correlations between spectral parameters. In particular, we
show there exists a negative correlation between between the peak of the nu-Fnu
spectrum, Ep, and the low energy photon index \alpha for bursts with -2/3 <
\alpha < 0, and suggest that this correlation is due to the mechanism
responsible for producing \alpha's above the value of -2/3 - namely, a
decreasing mean pitch angle of the electrons. We then discuss the physical
origin of the increasing number of GRBs that are observed to peak in the X-ray
energy band (~5-40 keV). Although either a cosmological (i.e. high redshift) or
intrinsic interpretation for the low values of Ep is viable at this point, the
data appear to suggest that intrinsic effects are playing the dominant role.
Finally, we briefly comment on the prompt GRB optical emission (~ eV) and very
high energy emission (>10 MeV), and how these spectral bands may be used to
place additional constraints on the physics of gamma-ray bursts.
