Forty years ago it was recognized that the detection of high energy (E > 1012 eV) neutrinos from astrophysical sources would require the construction of a device with 1 gigaton (or 1 cubic kilometer of ice) of target material. This idea is now becoming a reality at the South Pole with the construction of IceCube. Detection of extraterrestrial high energy neutrinos will open new avenues in astrophysics and neutrino physics. What is the origin of the highest energy cosmic rays? How do gamma-ray bursts (GRBs), the most powerful objects in the Universe, work? These are just some of the questions that IceCube will help answer. In this talk I will summarize the searches for neutrinos from GRBs with AMANDA, the predecessor (and now part) of IceCube. I will review the status of the construction and operation of IceCube. Finally, I will present preliminary results from IceCube.