The production of leading baryons in ep scattering by real and virtual photons has been studied by the H1 and ZEUS Collaborations at the HERA collider. The leading proton spectrometers and the forward neutron calorimeters measure protons and neutrons which carry a large fraction of the incoming proton beam energy and are produced at a small angle with respect to the incoming proton direction. Results are presented on the diffractive structure function measured with a leading proton (0.03 < Q~2 < 0.6 GeV~2 and 2 < Q~2 < 100 GeV~2), on dijet production with a leading neutron (Q~2 < 0.01 GeV~2 and 2 < Q~2 < 80 GeV~2) at small and large photon virtualities Q~2, and on photoproduction of D~*(2010) mesons with a leading neutron.
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