  Events with isolated leptons and missing transverse momentum are searched for
in electron- or positron-proton collisions at HERA by the H1 and ZEUS
experiments. Such events may be explained within the Standard Model by W boson
production, followed by leptonic decay. The analysis performed including HERA I
and the recently collected data at HERA II results in clear evidence of W
production. However, H1 collaboration observes an excess of events in e^+p
collisions, not supported so far by ZEUS. If the difference between the H1 and
ZEUS observations is attributed to a statistical fluctuation, the combined
result exceeds the Standard Model prediction at $2.6\sigma$ level. A search for
events with tau leptons and missing transverse momentum is also presented.
