Gamma-Ray Bursts (GRBs) have been among the outstanding astronomical puzzles since their discovery in 1973, because their counterparts at other frequencies remained obscure until 1997. The discovery of X-ray, optical, mm and radio afterglows have established that they originate at cosmological distances and are the most powerful explosions known. While an understanding of the physics of the afterglow seems to be emerging, the mechanism that causes the explosion is as yet poorly understood. I will review the results of multiwavelength follow-up observations of GRB afterglows since 1997. Special emphasis will be given to observational evidence for collimated outflow in GRBs (beaming), the connection of GRBs to supernovae and the question as to what the progenitors of GRBs are.