Unknown neutron stars in binary systems might be one of the best sources of continuous gravitational waves (yet to be detected), due to their millisecond rotation rates and the accretion from their companion that can source the required asymmetry. However, searching for these signals poses significant computational challenges due to the extensive number of unknown parameters and the substantial amount of data required to achieve detectable signal-to-noise ratios. In this talk I will review the different search results up to date and discuss recent advancements in data analysis techniques that improve the efficiency and sensitivity of these searches.