Gravitational-wave emission from stellar collapse has been studied for nearly four decades. Current state-of-the-art numerical investigations of collapse include those that use progenitors with more realistic angular momentum profiles, properly treat microphysics issues, account for general relativity, and examine non-axisymmetric effects in three dimensions. Such simulations predict that gravitational waves from various phenomena associated with gravitational collapse could be detectable with ground-based and space-based interferometric observatories. This review covers the entire range of stellar collapse sources of gravitational waves: from the accretion-induced collapse of a white dwarf through the collapse down to neutron stars or black holes of massive stars to the collapse of supermassive stars.Electronic Supplementary MaterialSupplementary material is available for this article at 10.12942/lrr-2011-1.