Relativistic outflows are produced in a number of close binary systems consisting of a compact object (either a black hole or a neutron star) and a non-degenerate companion star. These outflows are efficient sites for particle acceleration and can therefore emit non-thermal radiation in a broad wavelength range, from radio up to very-high-energy gamma rays. When the companion is a high-mass star, the latter's wind has a significant influence on the outflow propagation and emission. I will explain different ways in which this influence manifests focusing on two types of binary systems: 1) microquasars, where the outflows are jets powered by the accretion of matter onto the compact object, and 2) non-accreting pulsar binaries, in which the relativistic outflows are produced by the interaction of the stellar and pulsar winds.