The Italian communities engaged in Gamma-Ray Burst (GRB) and supernova research have been using actively the ESO telescopes and have contributed to improve and refine the observing techniques and even to guide the characteristics and performances of the instruments that were developed. Members of these two communities have recently found ground for a close collaboration on the powerful supernovae that underlie some GRBs. I will review the programs that have led to some important discoveries and milestones on thermonuclear and core-collapse supernovae and on GRBs.