This volume consists of invited lectures and seminars presented at the NATO Advanced Study Institute "The Gamma Ray Sky with COMPTON GRO and SIGMA," which was held at the Centre de Physique Theorique of Les Houches (France) in January / February 1994. The school has been planned by a Scientific Organizing Committee. It was organized with the aim of providing students and young researchers with an up-to-date account of the high-energy phenomena in the vicinity of compact objets and the diffuse gamma-ray backgrounds after the early results from the gamma-ray telescope SIGMA and the four...