  The recent progress in studies of gamma-ray bursts, their afterglows, and
host galaxies is discussed. The emphasis is given to high-energy phenomena
associated with gamma-ray burst explosions: high-energy cosmic rays, neutrinos,
gravitational waves. We also show how the relativistic fireball model for GRBs
can be used to constrain modern theories of large and infinite
extra-dimensions. In particular, in the frame of 5D gravity with the Standard
Model localized on 3D brane (Dvali et al. 2000), the very existence of
relativistic fireballs of $\sim 10^{53}$ ergs puts the lower bound on the
quantum gravity scale $\sim 0.1$ eV.
