Shape memory alloys (SMAs) are considered as difficult-to-machine materials. This chapter sheds light on machinability aspects of SMAs and presents a comprehensive discussion on advanced and sustainable strategies and techniques for machining SMAs. It commences with an introduction to machinability, challenges of SMAs and possible solutions before discussing implementation of machining strategies and techniques to enhance machinability. The chapter ends with an outlook and selected avenues for possible future research capabilities of SMAs machining. As regards to the advanced machining of SMAs, the major focus of this chapter is on electric discharge (electric discharge), laser beam, and abrasive water jet machining. Whereas, in sustainable machining section, the use of advanced cooling and lubrication strategies during conventional turning, milling, drilling, and grinding of SMAs are emphasized. Some aspects of a recent experimental research conducted on MQL-assisted turning of NiTi shape memory alloy are also included in this chapter.