The Karhunen-Loeve theorem states that a centered process with continuous coariance function can be expanded into series of eigenfunctions of the covariance operator. This classic result is a useful tool in analysis and applications of Gaussian processes, but unfortunately the exact solutions to the eigenproblem are notoriously hard to find. In this talk I will discuss the Karhunen-Loeve expansion of Gaussian bridges. Given a “base” process, its bridge is obtained by conditioning its trajectories to start and terminate at given points. Can we find the expansion for a bridge, given the expansion for the base process? I will show show this question can be answered asymptotically for a family of processes, including the fractional Brownian motion. This is a recent joint work with M.Kleptsyna and D. Marushkevych.