The death of massive stars is accompanied by dramatic phenomena, known as supernovae, shining with the luminosity of over a billion of Suns. A subset of these supernovae are also accompanied by strong explosive events in gamma-rays, known as gamma-ray bursts. These are the most energetic explosions that we have witnessed in the Universe. Once the explosion is over, what is left behind are exotic compact objects, known as neutron stars and black holes. In this talk I will describe some of my research on gamma-ray bursts, as well as on neutron stars and black holes. I will particularly discuss a subset of neutron stars, known as 'magnetars', which are the strongest magnetized objects known in the Universe.