Different experimental procedures for the location of sources of Acoustic Emission (AE) avalanches during Martensitic Transformations are discussed. A first example corresponds to the 1D location of AE events during stress-induced martensitic transitions in a Cu-Zn-Al shape memory alloy (3.5 cm length). The obtained data allows monitoring of the interface advancement with a spatial resolution of less than 1 mm. Secondly, we discuss two different ideas that have significant potential for improving this resolution in the case of thermally induced transitions in small single crystalline samples (~1 cm): the use of elastodynamic simulations based on finite element methods and the simultaneous detection of AE and Barkhausen noise in ferromagnetic samples.