One of the most interesting sources of gravitational waves is the inspiral of compact objects on to a massive black hole (MBH), commonly referred to as an extreme-mass ratio inspiral. The small object, typically a stellar black hole,emits significant amounts of GW along each orbit in the detector bandwidth. Inthis talk I will summarise the science that we can do with these gravitational waves. In particular, I will review the gravitational capture of compact objects by supermassive black holes, and by intermediate-mass black holes, inglobular clusters. The velocity dispersion of these clusters is low enough to allow the merged system to escape the host cluster. I will present numerical simulations of this situation.