The continuum of care for successful HIV treatment includes HIV testing, linkage, engagement in care, and retention on antiretroviral therapy (ART). Loss to follow-up (LTFU) is a significant disruption to this pathway and a common outcome in sub-Saharan Africa. This review of literature identified interventions that have reduced LTFU in the HIV care continuum. A search was conducted utilizing terms that combined the disease state, stages of the HIV care continuum, interventions, and LTFU in sub-Saharan Africa and articles published between January 2010 and July 2015. Thirteen articles were included in the final review. Use of point of care CD4 testing and community-supported programs improved linkage, engagement, and retention in care. There are few interventions directed at LTFU and none that span across the entire continuum of HIV care. Further research could focus on devising programs that include a series of interventions that will be effective through the entire continuum.