Stress urinary incontinence (SUI), the involuntary urine leakage due to failure of the urethral closure mechanism, is a global health challenge with substantial human suffering and socioeconomic costs. Approximately 167 million male and female patients are predicted to suffer from SUI in 2018, worldwide. A wide range of surgical interventions are available for the treatment of SUI. Severe cases, however, usually require the implantation of artificial urinary sphincter devices. This review comparatively presents and analyzes the working principles, as well as the challenges, associated with the current implantable SUI systems in clinical use. These include slings, urethral bulking agents, artificial urinary sphincters, and adjustable continence devices. It further reports on recent research progress and state-of-the-art in the field of SUI implants, including an original approach proposed by the authors with a pressure feedback sensory mechanism. The new emerging field of artificial muscle devices, including electroactive polymers, provides a promising innovative solution for replacing the weakened urethral sphincter in SUI patients.