We present the results of a search for short-duration gravitational-wave bursts associated with 39 gamma-ray bursts (GRBs) detected by gamma-ray satellite experiments during LIGO’s S2, S3, and S4 science runs. The search involves calculating the crosscorrelation between two interferometer data streams surrounding the GRB trigger time. We search for associated gravitational radiation from single GRBs, and also apply statistical tests to search for a gravitational-wave signature associated with the whole sample. For the sample examined, we find no evidence for the association of gravitational radiation with GRBs,either on a single-GRB basis or on a statistical basis. Simulating gravitational-wave bursts with sine-Gaussian waveforms, we set upper limits on the root-sum-square of the gravitational-wave strain amplitude of such waveforms at the times of the GRB triggers. We also demonstrate how a sample of several GRBs can be used collectively to set constraintson population models. The small number of GRBs and the significant change in sensitivity of the detectors over the three runs, however, limits the usefulness of a population study for the S2, S3, and S4 runs.Finally, we discuss prospects for the search sensitivity for the ongoing S5 run, and beyond for the next generation of detectors.