Analysis of observations with XMM-Newton have made a significant contribution to the study of Gamma-ray Burst (GRB) X-ray afterglows. The effective area, bandpass and resolution of the EPIC instrument permit the study of a wide variety of spectral features. In particular, strong, time-dependent, soft X-ray emission lines have been discovered in some bursts. The emission mechanism and energy source for these lines pose major problems for the current generation of GRB models. Other GRBs have intrinsic absorption, possibly related to the environment around the progenitor, or possible iron emission lines similar to those seen in GRBs observed with BeppoSAX. Further XMM-Newton observations of GRBs discovered by the Swift satellite should help unlock the origin of the GRB phenomenon over the next few years.