In September 2017, the detection of a high-energy neutrino in coincidence with a flaring gamma-ray blazar revealed the first compelling high-energy neutrino source candidate. At the same time gamma-ray blazars are disfavored as the dominant neutrino source class. Other plausible source candidates are tidal disruption events, low-luminosity gamma-ray bursts and supernovae. Combining neutrino data with electromagnetic measurements in a multi-messenger approach will increase the sensitivity to identify other neutrino sources and help to solve long-standing problems in astrophysics such as the origin of cosmic rays. I will review the recent progress in neutrino multi-messenger astronomy and highlight the potential of the novel optical survey instrument, Zwicky Transient Facility (ZTF), to probe various source classes as neutrino emitters.