This course provides an overview of multi-messenger astronomy, focusing on three main aspects: multi-wavelength electromagnetic (EM) astronomy, particle/cosmic ray astronomy, and gravitational wave (GW) astronomy. The telescope technologies, data analysis, and the primary science questions relevant to each of these will be studied. For radiation, the telescope technologies at each wavelength will be discussed individually, as each region of the electromagnetic spectrum (radio, microwave, infrared, optical, ultraviolet, X-ray, and gamma-ray) requires different detection technologies and analysis techniques. Objects in space that produce radiation, gravitational waves and particles spanning many orders of magnitude in frequency/energy are studied. Different particle detectors (muon and neutrino/detectors, Imaging Atmospheric Cherenkov telescopes) and GW detectors (e.g. LIGO, LISA) are reviewed. Each frequency range and domain tells us about different aspects of astronomical sources and the Universe as a whole.