The sources of the astrophysical flux of high-energy neutrinos detected by IceCube are still largely unknown, but searches for temporal and spatial correlation between neutrinos and electromagnetic radiation are a promising approach in this endeavor. All major imaging atmospheric Cherenkov telescopes (IACTs) - FACT, H.E.S.S., MAGIC, and VERITAS - operate an active follow-up program of target-of-opportunity observations of neutrino alerts issued by IceCube. These programs use several complementary neutrino alert streams. A publicly distributed alert stream is formed by individual high-energy neutrino candidate events of potentially astrophysical origin, such as IceCube-170922A (which could be linked to the flaring blazar TXS\,0506+056). A privately distributed alert stream is formed by clusters of neutrino events in time and space around either pre-selected gamma-ray sources or anywhere in the sky. Here, we present joint searches for multi-wavelength emission associated with a set of IceCube alerts, both private and public, received through mid-January 2021. We will give an overview of the programs of the participating IACTs. We will showcase the various follow-up and data analysis strategies employed in response to the different alert types and various possible counterpart scenarios. Finally, we will present results from a combined analysis of the VHE gamma-ray observations obtained across all involved instruments, as well as relevant multi-wavelength data.