The recent discovery of electromagnetic signals in coincidence with gravitational waves from neutron-star mergers has solidified the importance of multimessenger campaigns for studying the most energetic astrophysical events. Pioneering multimessenger observatories, such as the LIGO/Virgo gravitational wave detectors and the IceCube neutrino observatory, record many candidate signals that fall short of the detection significance threshold. These sub-threshold event candidates are promising targets for multimessenger studies, as the information provided by these candidates may, when combined with time-coincident gamma-ray observations, lead to significant detections. In this contribution, I describe our use of sub-threshold binary neutron star merger candidates identified in Advanced LIGO’s first observing run (O1) to search for transient events in very-high-energy gamma rays using archival observations from the VERITAS imaging atmospheric Cherenkov telescope array. I describe the promise of this technique for future joint sub-threshold searches.