  The first observations by a worldwide network of advanced interferometric
gravitational wave detectors offer a unique opportunity for the astronomical
community. At design sensitivity, these facilities will be able to detect
coalescing binary neutron stars to distances approaching 400 Mpc, and neutron
star-black hole systems to 1 Gpc. Both of these sources are associated with
gamma ray bursts which are known to emit across the entire electromagnetic
spectrum. Gravitational wave detections provide the opportunity for
"multi-messenger" observations, combining gravitational wave with
electromagnetic, cosmic ray or neutrino observations. This review provides an
overview of how Australian astronomical facilities and collaborations with the
gravitational wave community can contribute to this new era of discovery, via
contemporaneous follow-up observations from the radio to the optical and high
energy. We discuss some of the frontier discoveries that will be made possible
when this new window to the Universe is opened.
