The rapid advancement of artificial intelligence and machine learning (AI/ML) in High Energy Physics has opened exciting avenues in the search for Physics beyond the Standard Model (BSM). This talk will explore developments in AI/ML applications and techniques in three areas to look, and eventually find, BSM Physics. First, we highlight model-independent searches for new physics, emphasising anomaly detection methods that leverage semi-supervised learning to identify deviations from Standard Model predictions without relying on specific BSM assumptions. Second, we discuss AI/ML-driven black-box search approaches for exploring highly constrained BSM parameter spaces, demonstrating their ability to drastically improve sampling efficiency and, most importantly, reveal novel phenomenological scenarios that have been hitherto overlooked. Finally, we showcase the use of ML in the hunt for exotic dark matter candidates, focusing on microlensing events associated with extended dark objects, such as boson stars, in current and near future surveys. These examples illustrate the immense potential of AI/ML to not only accelerate but also enhance the scope of phenomenological studies and experimental searches for BSM Physics, and to help use getting closer to find new physics.