Depending on the source, we may or may not expect photon's to accompany the gravity waves. The most note worthy one so far was a gravity wave signal that we associate with a neutron star merger[1] that we also managed to catch a lot of photon signals which also matched what we think should come out of such a collision. Most black hole mergers that I know of would be dark. I imagine if they had a large accretion disks associated with them they might generate some light as well as gravity waves? But I'm not sure, I get most of my astronomy over lunch with colleagues.

[1] https://www.sciencemag.org/news/2017/10/merging-neutron-star...