Some years ago Dray and 't Hooft found the necessary and sufficient
conditions to introduce a gravitational shock wave in a particular class of
vacuum solutions to Einstein's equations. We extend this work to cover cases
where non-vanishing matter fields and cosmological constant are present. The
sources of gravitational waves are massless particles moving along a null
surface such as a horizon in the case of black holes. After we discuss the
general case we give many explicit examples. Among them are the d-dimensional
charged black hole (that includes the 4-dimensional Reissner-Nordstr\"om and
the d-dimensional Schwarzschild solution as subcases), the 4-dimensional
De-Sitter and Anti-De-Sitter spaces (and the Schwarzschild-De-Sitter black
hole), the 3-dimensional Anti-De-Sitter black hole, as well as backgrounds with
a covariantly constant null Killing vector. We also address the analogous
problem for string inspired gravitational solutions and give a few examples.Comment: 34 pages, harvmac, THU-94/13 (A few minor corrections are made
(mainly arithmetic factors). Final version to appear in Nucl. Phys. B.