Audition is a key modality to understand our spatial environment, and convincing immersive virtual reality experiences rely on 3D sound that is as close to real life as possible. Whereas not many people have access to facilities that allow for experiencing spatial audio over high-density loudspeaker arrays (HDLA) the adoption of headphones for personal listening is growing due to the ubiquity of mobile devices. People wear headphones always and everywhere like never before and binaural audio has become more widespread. Binaural techniques simulate the natural hearing cues to sound source localization created by interaction between the human body and the acoustic environment, providing the listener with the illusion of physical acoustic surroundings. This talk reviews and discusses the challenges employing this technique in different applications including entertainment, gaming, virtual and augmented reality.