We present a LIGO search for short-duration gravitational waves (GWs) associated with soft gamma ray repeater (SGR) bursts. This is the first search sensitive to neutron star f modes, usually considered the most efficient GW emitting modes. We find no evidence of GWs associated with any SGR burst in a sample consisting of the 27 Dec. 2004 giant flare from SGR 1806-20 and 190 lesser events from SGR 1806-20 and SGR 1900+14. The unprecedented sensitivity of the detectors allows us to set the most stringent limits on transient GW amplitudes published to date. We find upper limit estimates on the model-dependent isotropic GW emission energies (at a nominal distance of 10 kpc) between 3×1045 and 9×1052 erg depending on waveform type, detector antenna factors and noise characteristics at the time of the burst. These upper limits are within the theoretically predicted range of some SGR models. © 2008 The American Physical Society.