X-ray Binaries
Click on the picture to watch a cool movie about X-ray binaries:

An X-ray binary is a system consisting of a compact object (a neutron star or a black hole) which accretes gas from a more ordinary star. In the accretion process, gas from the normal, companion star becomes trapped in the strong gravitational field of the compact object and forms an in-spiraling accretion disk around it. The relatively low level, persistent X-ray flux detected from such a system originates from either the accretion disk, which is hot enough to emit X-rays, or the neutron star's surface, when the accreted gas impacts onto it, releasing gravitational energy as heat and radiation. (Since no radiation classically escapes from a black hole, only the accretion disk around a black hole produces the persistent X-ray flux.) Truly, these scenarios emphasize the prodigious strength of gravity from neutron stars and black holes.
The X-ray binaries can be further distinguished as low mass or high mass. In low mass X-ray binaries (LMXBs), the accreted mass comes from a relatively low mass, type A (or smaller) companion star. The surface of the companion star spills over the boundary where gravity exactly cancels due to the opposing contributions of the two objects in the binary system, allowing gas to flow freely toward the compact object forming the accretion disk. On the other hand, in high mass X-ray binaries (HMXBs), the companion star is a relatively high mass, type O or B giant star. Strong stellar winds from the large companion may be redirected onto the compact object, fueling the accretion process.
In the following figure, the left picture is a schematic of a HMXB. The large companion star lies within its Roche lobe (at the surface of which gravity cancels due to the counteracting gravitational forces of the two stars). Strong stellar winds drives mass transfer to the compact object, some of which is captured to form an accretion disk. The right figure represents a LMXB. Since the companion star's outer surface overfills the Roche lobe, mass more easily transfers to the compact object. Conserving angular momentum, the infalling mass begins to swirl and thus forms the accretion disk. A persistent flux of X-rays is produced at the inner regions of the disk due to the high temperatures which result from high velocity frictional collisions. Persistent X-ray are also formed at the surface of the neutron star, when the gas finally reaches it and gravitational energy is converted into heat and radiation.
Figure 3 from The Hydrodynamics of Accretion from Stellar Winds, Ronald E. Taam & Bruce A. Fryxell, American Scientist, November-December 1989, pp. 539-545.