We describe the explicit construction of Yang-Mills instantons on Asym
ptotically Locally Euclidean (ALE) spaces, following the work of Kronh
eimer and Nakajima. For multicenter ALE metrics, we determine the Abel
ian instanton connections that are needed for the construction in the
non-Abelian case, We compute the partition function of Maxwell theorie
s on ALE manifolds and comment on the issue of electromagnetic duality
. We discuss the topological characterization of the instanton bundles
as well as the identification of their moduli spaces, We generalize t
he 't Hooft ansatz to SU(2) instantons on ALE spaces and on other hype
r-Kahler manifolds. Specializing to the Eguchi-Hanson gravitational ba
ckground, we explicitly solve the ADHM equations for SU(2) gauge bundl
es with second Chern class 1/2, 1 and 3/2.