Gravitational waves are predicted by the Einstein's theory of General Relativity. The direct detection of gravitational waves is one of the most challenging tasks in modern science and engineering due to the 'weak' nature of gravity. Recent development of the laser interferometer technology, however, makes it possible to build a detector on Earth that is sensitive up to 100-1000 Mpc for strong sources. It implies an expected detection rate of neutron star mergers, which are one of the most important targets for ground-based detectors, ranges between a few to a few hundred per year. Therefore, we expect that the gravitational-wave observation will be routine within several years. Strongest gravitational-wave sources include tight binaries composed of compact objects, supernova explosions, gamma-ray bursts, mergers of supermassive black holes, etc. Together with the electromagnetic waves, the gravitational wave observation will allow us to explore the most exotic nature of astrophysical objects as well as the very early evolution of the universe. This review provides a comprehensive overview of the theory of gravitational waves, principles of detections, gravitational-wave detectors, astrophysical sources of gravitational waves, and future prospects.