Many indications suggest that the observed High Energy Cosmic Rays could be produced in astrophysical sources, namely SuperNova Remants, Gamma Ray Bursters and Active Galactic Nuclei, where Fermi acceleration mechanism of charged particles takes place. In this scenario, accelerated protons undergo photo-meson interaction with the ambient photon field, or hadronic interactions within the source and/or with close molecular clouds, producing high-energy gammas and neutrinos. In the last decade, the operation of air and water Čerenkov gamma ray detectors led to the discovery of about hundred cosmic TeV gammaray sources. At least few tens of the identified TeV gamma sources in the Galaxy are expected to be also high-energy neutrinos sources. Many other extragalactic sources, not seen in TeV gamma rays due to gamma ray absorption through interaction with the Cosmic Microwave Background, may also be high-energy neutrino emitters. Neutrinos, light and uncharged, are very promising probes for high-energy astrophysics since they can reach the Earth from cosmic distances and from astrophysical environments obscure to high-energy gammas and nuclei. Theoretical estimates indicate that a detection area of the order of a few km² is required for the measurement of HE cosmic ν fluxes. The underwater/ice optical Čerenkov technique is considered the most promising experimental approach to build high-energy neutrino detectors in the TeV-PeV energy range. After the first generation of underwater/ice neutrino telescopes (Baikal, AMANDA and ANTARES), the quest for the construction of km² size detectors has already started. At the South Pole the construction of the IceCube neutrino telescope is in an advanced stage, while the ANTARES, NEMO and NESTOR collaborations together with several other European Institutions take part to KM3NeT aiming at the installation of a km³-scale neutrino telescope in the Mediterranean Sea. Also limits for UHE neutrino detection were strongly improved in the last years, especially with the recent results of ANITA and Pierre Auger Observatory. An intense R&D activities is also ongoing on thermo-acoustic techniques that could provide a viable solution for Ultra High Energy neutrino detection underwater.