The Sloan Digital Sky Survey (SDSS) is an ambitious on-going project, which is mapping in detail one quarter of the entire sky to study the properties of over a 100 million astronomical objects. A fraction of the sky is observed more than once, which allows us to search for transient objects (sources that vary in brightness), some of which may be associated with supernovae, afterglows of gamma-ray bursts, as well as activity of material near a super-massive black hole in a quasar. The project will involve photometric analyses of a large amount of data from the SDSS archive. Accurate photometric measurements over the entire survey area will allow us to search for transient events that occur on timescales ranging from days to years. We will identify the types of objects, and possibly execute follow-up observations with other observatories.