Multi-messenger astronomy is the coordinated observation and interpretation of multiple signals received from the same astronomical event. Many types of cosmological events involve complex interactions between a variety of astrophysical processes, each of which may independently emit signals of a characteristic "messenger" type: electromagnetic radiation (including visible light), gravitational waves, neutrinos, and cosmic rays. When received on Earth, identifying that disparate observations were generated by the same source can allow for improved reconstruction or a better understanding of the event, and reveals more information about the source.