Intrinsically disordered proteins (IDPs) are a class of protein that, in the native state, possess no well-defined secondary or tertiary structure, existing instead as dynamic ensembles of conformations. They are biologically important, with approximately 20% of all eukaryotic proteins disordered, and found at the heart of many biochemical networks. To fulfil their biological roles, many IDPs need to bind to proteins and/or nucleic acids. And while unstructured in solution, IDPs typically fold into a well-defined three-dimensional structure upon interaction with a binding partner. The flexibility and structural diversity inherent to IDPs makes this coupled folding and binding difficult to study at atomic resolution by experiment alone, and computer simulation currently offers perhaps the best opportunity to understand this process. But simulation of coupled folding and binding is itself extremely challenging; these molecules are large and highly flexible, and their binding partners, such as DNA or cyclins, are also often large. Therefore, their study requires either or both simplified representations and advanced enhanced sampling schemes. It is not always clear that existing simulation techniques, optimized for studying folded proteins, are well-suited to IDPs. In this article, we examine the progress that has been made in the study of coupled folding and binding using molecular dynamics simulation. We summarise what has been learnt, and examine the state of the art in terms of both methodologies and models. We also consider the lessons to be learnt from advances in other areas of simulation and highlight the issues that remain of be addressed.