More than half the sources in the Third EGRET (3EG) catalog have no firmly established counterparts at other wavelengths and are unidentified. Some of these unidentified sources have remained a mystery since the first surveys of the gamma-ray sky with the COS-B satellite. The unidentified sources generally have large error circles, and finding counterparts has often been a challenging job. A multiwavelength approach, using X-ray, optical, and radio data, is often needed to understand the nature of these sources. This chapter reviews the technique of identification of EGRET sources using multiwavelength studies of the gamma-ray fields.