A preponderance of evidence links long-duration, soft-spectrum gamma-ray bursts (GRBs) with the death of massive stars. The observations of the GRB-supernova (SN) connection present the most direct evidence of this physical link. We summarize 30 GRB-SN associations and focus on five ironclad cases, highlighting the subsequent insight into the progenitors enabled by detailed observations. We also address the SN association (or lack thereof) with several sub-classes of GRBs, finding that the X-ray Flash (XRF) population is likely associated with massive stellar death whereas short-duration events likely arise from an older population not readily capable of producing a SN concurrent with a GRB. Interestingly, a minority population of seemingly long-duration, soft-spectrum GRBs show no evidence for SN-like activity; this may be a natural consequence of the range of Ni-56 production expected in stellar deaths.