We give an overview of the search and discovery of Sequence (PMS) stars in the Magellanic Clouds. For the first time the irregular optical brightness variability of Pre-Main Sequence stars, generally attributed to variable dust obscuration of the central star, has been used as an initial selection of young stellar objects. We discuss 21 PMS candidates in the Large Magellanic Cloud (LMC) and 7 PMS candidates in the Small Magellanic Cloud (SMC) detected in this way. These stars have bolometric luminosities which correspond to the most massive Galactic Herbig AeBe (HAeBe) stars, or even more massive. The location of the LMC and SMC objects is correlated with higher densities of cold interstellar dust as measured by IRAS in the far infrared. We derive the fundamental parameters from spectroscopy and find that there location in the HR-diagram would indicate that the stars are more luminous when compared to Galactic HAeBe stars of the same spectral type. There may be a trend with metallicity, in that the SMC PMS stars can be even more luminous than the LMC PMS stars. It indicates a possible increase of the proto-stellar accretion rate with decreasing metallicity. In the optical these HAeBe candidates have a higher probability to be found in small (10 pc) clusters then other field stars of similar colour and magnitude. We present a case study of a cluster around one of the LMC HAeBe stars, using high resolution SUSI imaging. The Hα-emitters detected in this cluster are also located in an HR-diagram above the Galactic Palla-Stahler birthline corresponding to an average protostellar mass accretion rate of 10-5 M⊙ yr-1.