We present, in a unifying way, the main components of three asynchronous event-driven algorithms for simulating physical systems of interacting particles. The first example, hard-particle molecular dynamics (MD), is well-known. We also present a recently-developed diffusion kinetic Monte Carlo (DKMC) algorithm, as well as a novel event-driven algorithm for Direct Simulation Monte Carlo (DSMC). Finally, we describe how to combine MD with DSMC in an event-driven framework, and discuss some promises and challenges for event-driven simulation of realistic physical systems.