Progenitor scenarios for short gamma-ray bursts (short GRBs) include coalescenses of two neutron stars or a neutron star and black hole, which would necessarily be accompanied by the emission of strong gravitational waves. We present a search for these known gravitational-wave signatures in temporal and directional coincidence with 22 GRBs that had sufficient gravitational-wave data available in multiple instruments during LIGO's fifth science run, S5, and Virgo's first science run, VSR1. We find no statistically significant gravitational-wave candidates within a [ - 5, + 1)s window around the trigger time of any GRB. Using the Wilcoxon-Mann-Whitney U-test, we find no evidence for an excess of weak gravitational-wave signals in our sample of GRBs. We exclude neutron star-black hole progenitors to a median 90% confidence exclusion distance of 6.7Mpc. © 2010. The American Astronomical Society.