Interest in cosmic sources of high energy neutrinos dates back to the late 1950's. This paper outlines the interdisciplinary scientific agenda, which span the fields of astronomy, particle physics, and cosmic ray physics. While the general detection principles based on optical Cherenkov radiation have been understood for many years, the unusual geographic locations of suitable detector sites have challenged the ingenuity of experimentalists. Two high energy neutrino programs are now operating (NT200 in Lake Baikal and the AMANDA detector), with the expectation of ushering in the era of multi-messenger astronomy. Two Mediterranean-based programs have made impressive progress. These detectors are optimized to detect neutrinos with energies of the order of 1-10 TeV, although they are capable of detecting neutrinos over a much broader range of energies. For E > 10 15 eV, several new ideas are being exploited to expand the effective volume of the detector. These techniques are based on the detection of neutrino-initiated cascades. We describe the ongoing worldwide efforts to develop expandable techniques and offer an assessment of their relative capabilities.