Observations of both gamma-ray burst sources and certain classes of active
galaxy indicate the presence of relativistic shock waves and require the pr
oduction of high energy particles to explain their emission. In this paper
we first review the basic theory of shock waves in relativistic hydrodynami
cs and magnetohydrodynamics, emphasizing the astrophysically interesting ca
ses. This is followed by an overview of the theory of particle acceleration
at such shocks. Whereas, for diffusive acceleration at non-relativistic sh
ocks, it is the compression ratio which fixes the energetic particle spectr
um uniquely, acceleration at relativistic shocks is more complicated. In th
e absence of scattering, particles are simply 'compressed' as they pass thr
ough the shock front. This mechanism-called shock-drift acceleration-enhanc
es the energy density in accelerated particles, but does so without changin
g the spectral index of upstream particles. Scattering due to MHD waves lea
ds to multiple encounters between the particles and the shock front, produc
ing an energetic particle population which depends on the properties of the
shock front and the level and nature of particle scattering. We describe t
he method of matching the angular distributions of the upstream and downstr
eam distributions at the shock front which leads to predictions of the spec
tral index. Numerical simulation of particle transport provides an alternat
ive means of calculating spectral indices, and has recently been extended t
o cover ultra-relativistic shocks. We review these calculations and summari
ze the applications to the astrophysics of relativistic jets and fireball m
odels of gamma-ray-bursts.