Observations of late-time optical bumps have been reported for several GRBs. The timescale for such bumps, and colors of such when available, find a natural explanation as due to associated supernovae. Ground-based and HST observations of the afterglow and bump of GRB 011121, in particular, place the strongest constraints yet on the physical nature of the supernova and any alternative explanations, such as supranovae or dust echoes. I summarize the search for underlying bumps in other GRBs and make the case for the supernova hypothesis in light of observed bumps and bump non-detections (e.g., GRB 010921).