The multi-messenger signatures---in neutrinos, gravitational waves, and electromagnetic emission---from a core-collapse supernova, and their synergies, are reviewed. Within the Milky Way, neutrinos offer an excellent alert, providing both temporal and angular information to facilitate the detection of electromagnetic and gravitational waves. Beyond the Milky Way, core-collapse supernovae hosting relativistic jets are potential sources of ultra-high energy cosmic rays and high-energy neutrinos that can explain observations by Auger and IceCube, respectively.