Sources of gravitational waves are often expected to be observable through several messengers, such as gamma-rays, X-rays, optical, radio, and/or neutrino emission. The simultaneous observation of electromagnetic or neutrino emission with a gravitational-wave signal could be a crucial aspect for the first direct detection of gravitational waves. Furthermore, combining gravitational waves with electromagnetic and neutrino observations will enable the extraction of scientific insight that was hidden from us before. We discuss the method that enables the joint search with the LIGO-Virgo-IceCube-ANTARES global network, as well as its methodology, science reach, and outlook for the next generation of gravitational-wave detectors.