  Multi-messenger astronomy is becoming a major avenue to explore the Universe.
Several well known astrophysical sources are also expected to emit other
'messenger' than photons: namely cosmic rays, gravitational waves and
neutrinos. These additional messengers bring complementary pieces of
information to the ones carried by electromagnetic radiation and concur to draw
a complete phenomenological picture of several astrophysical events as well as
to measure key cosmological parameters. Indeed, it is widely believed in the
astronomical community that several aspects of fundamental physics and
cosmology will be unveiled only within the framework of multi-messenger
astronomy. The most recent breakthrough discoveries of a gravitational wave
source associated with a short gamma-ray burst, and of a neutrino event found
to be spatially consistent with a flaring blazar, have already shown the key
role that high-energy sources will play in multi-messenger observations. The
first part of this chapter provides a description of the main properties of
gamma-ray bursts, blazars, and other high-energy sources from which we expect
to detect gravitational waves and/or neutrinos in the next years, and the
achievements that will be reached from multi-messenger observations. The second
part of the chapter is focused on the major facilities that are playing and
that will play a crucial role in multi-messenger observational campaigns. More
specifically, we provide an overview of current and next generation
ground-based gravitational wave interferometers and neutrino telescopes, as
well as the major X-ray and gamma-ray observatories that will be crucial for
multi-messenger observations in the coming years.
