Ultra luminous X-ray (ULX) sources are off-nuclear extra-galactic X-ray binary systems with an apparent isotropic luminosity that exceeds the Eddington limit for an accretion powered, stellar mass black hole. Given their high luminosity ULXs were always thought to be ideal systems to search for the elusive intermediate-mass black holes. Remarkably, within the last years there has been undisputed evidence that at least a few of these systems are powered by accreting highly magnetized neutron stars (NS), these are known as ULX pulsars or ULXPs. This discovery led to a paradigm change in the field. For individual sources it demonstrated that super-Eddington accretion is possible, while it changed our picture of the make-up of the ULX population, their evolution, and their impact on the environment. Still, many major open questions about ULXPs remain: are the observed luminosities probes of high accretion rates, or are they a result of a highly anisotropic (beamed) emission? Are strong magnetic fields necessary to power that engines of ULXPs? In this talk I will focus on ULXPs as laboratories to study super-Eddington accretion, and I will present observational evidence that provide answers to the aforementioned open questions. Our findings provide some of the most accurate constraints on the magnetic fields of ULXPs, while demonstrating that strong beaming is not required and that the mass accretion rates are indeed super-Eddington.