The astrophysics of compact objects, which requires Einsteins theory of general relativity for understanding phenomena such as black holes and neutron stars, is attracting increasing attention. In general relativity, gravity is governed by an extremely complex set of coupled, nonlinear, hyperbolic-elliptic partial differential equations. The largest parallel supercomputers are finally approaching the speed and memory required to solve the complete set of Einsteins equations for the first time since they were written over 80 years ago, allowing one to attempt full 3D simulations of such exciting events as colliding black holes and neutron stars. In this paper we review the computational effort in this direction, and discuss a new 3D multi-purpose parallel code called ``Cactus for general relativistic astrophysics. Directions for further work are indicated where appropriate.
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