The field of gravitational-wave astronomy has been opened up by gravitational-wave observations made with interferometric detectors. This review surveys the current state-of-the-art in gravitational-wave detectors and data analysis methods currently used by the Laser Interferometer Gravitational-Wave Observatory in the United States and the Virgo Observatory in Italy. These analysis methods will also be used in the recently completed KAGRA Observatory in Japan. Data analysis algorithms are developed to target one of four classes of gravitational waves. Short duration, transient sources include compact binary coalescences, and burst sources originating from poorly modelled or unanticipated sources. Long duration sources include sources which emit continuous signals of consistent frequency, and many unresolved sources forming a stochastic background. A description of potential sources and the search for gravitational waves from each of these classes are detailed.