The detection of gravitational waves from merging neutron stars together with the likely joint observation of neutrinos and electromagnetic radiation from a cosmic accelerator mark the beginning of a new era in astronomy. Multi-messenger observations will provide unprecedented opportunities to unveil the physics of the high energy Universe. The high energy neutrino emission from extra-galactic astrophysical sources will be reviewed in the light of current constraints posed by their electromagnetic and gravitational counterparts. Implications on the physics of the most extreme astrophysical events as well standard and non-standard neutrino properties will be also discussed.