With the doors beginning to swing open on the new gravitational wave astronomy, this review provides an up-to-date survey of the most important physical mechanisms that could lead to emission of potentially detectable gravitational radiation from isolated and accreting neutron stars. In particular we discuss the gravitational wave-driven instability and asteroseismology formalism of the f -and r-modes, the different ways that a neutron star could form and sustain a non-axisymmetric quadrupolar "mountain" deformation, the excitation of oscillations during magnetar flares and the possible gravitational wave signature of pulsar glitches. We focus on progress made in the recent years in each topic, make a fresh assessment of the gravitational wave detectability of each mechanism and, finally, highlight key problems and desiderata for future work.