  It has long been known that X-ray and optical/UV variability in active X-ray
binaries is sometimes correlated. The expectation has been that this arises
from rapid reprocessing of X-rays into longer wavelength photons, and hence
that the lags between the bandpasses can be used to reconstruct an echo-map of
the binary, revealing the geometry and spatial scale of reprocessing sites. I
will review how this can be done, what can be learned, and what progress has
been made with real data. In addition, an interesting twist to the story has
emerged in the form of correlated variability that does not seem associated
with reprocessing. This extends to very short timescales, includes
quasi-periodic behavior, and may be associated with optical synchrotron
emission from a jet. Finally, contrary to expectations we have recently
discovered that similar correlations are seen even in an ostensibly `quiescent'
object allowing similar analyses of reprocessing effects.
