Microlensing surveys of the Large and Small Magellanic Clouds have revealed the existence of Type I and II Cepheid variable stars in eclipsing binary systems. In this review I will summarize the state of the known published and unpublished observations of these systems describe what has been learned to date and discuss what the prospects are for extracting additional information from the known systems using future observations. This review will also discuss the known state of searches for RR Lyrae stars in both spectroscopic and eclipsing binaries and suggest strategies for future success in detecting such systems.