Strong gravitational lenses provide unique laboratories for cosmological and astrophysical investigations, but they must first be discovered - a task that can be met with significant contamination by other astrophysical objects and asterisms. Here we review strong lens searches, covering various sources (quasars, galaxies, supernovae, FRBs, GRBs, and GWs), lenses (early- and late-type galaxies, groups, and clusters), datasets (imaging, spectra, and lightcurves), and wavelengths. We first present the physical characteristics of the lens and source populations, highlighting relevant details for constructing targeted searches. Search techniques are described based on the main lensing feature that is required for the technique to work, namely one of: (i) an associated magnification, (ii) multiple spatially-resolved images, (iii) multiple redshifts, or (iv) a non-zero time delay between images. To use the current lens samples for science, and for the design of future searches, we list several selection biases that exist due to these discovery techniques. We conclude by discussing the future of lens searches in upcoming surveys and the new population of lenses that will be discovered.