Here is a self-contained exposition of the theory of gravitational solitons and provides a comprehensive review of exact soliton solutions to Einstein's equations. The text begins with a detailed discussion of the extension of the Inverse Scattering Method to the theory of gravitation, starting with pure gravity and then extending it to the coupling of gravity with the electromagnetic field. There follows a systematic review of the gravitational soliton solutions based on their symmetries. These solutions include some of the most interesting in gravitational physics such as those describing inhomogeneous cosmological models, cylindrical waves, the collision of exact gravity waves, and the Schwarzschild and Kerr black holes.