Gamma Ray Bursts (GRBs), short and intense bursts of Gamma-Rays, have puzzled astrophysicists since their accidental discovery in the seventies. BATSE, launched in 1991, has established the cosmological origin of GRBs and has shown that they involve energies much higher than previously expected, corresponding to the most powerful explosions known in the Universe. The fireball model, which has been developed during the last ten years, explains most of the observed features of GRBs. According to this model, GRBs are produced in internal collisions of ejected matter flowing at ultra-relativistic energy. This ultra-relativistic motion reaches Lorentz factors of order 100 or more, higher than seen elsewhere in the Universe. The GRB afterglow was discovered in 1997. This model predicted it and it takes place when the surrounding material slows this relativistic flow down. This model was confirmed recently with the discovery last January of the predicted prompt optical emission from GRB 990123. Unfortunately this model does not describe uniquely the origin of GRBs and it leaves several options possible. In this talk I describe the relativistic fireball model and its implications to the possible sources of GRBs and to other phenomena, like Ultra High Energy Cosmic Rays and high-energy neutrinos that might be associated with GRBs.