In frustrated magnets, competition between interactions, usually due to incompatible lattice and exchange geometries, produces an extensively degenerate manifold of groundstates. Exploration of these states results in a highly correlated and strongly fluctuating cooperative paramagnet, a broad classification which includes phases such as spin liquids and spin ices. Generally, there is no long range order and associated broken symmetry, so quantities typically measured by neutron scattering such as magnetic Bragg peaks and magnon dispersions are absent. Instead, spin correlations characterized by emergent gauge structure and exotic fractional quasiparticles may emerge. Neutron scattering is still an excellent tool for the investigation these phenomena, and this review outlines examples of frustrated magnets on the pyrochlore and kagome lattices with reference to experiments and quantities of interest for neutron scattering.