When you can't stop thinking about them.
First, determine why. Is there something missing in your current relationship or circumstance that is allowing them to sneak into your mind? Often, in our minds we idolize situations with exes because it is something that is over, and thus can't readily be refuted. However, usually if you are in a relationship and can't stop thinking about another, there is a need you are not addressing. So, start by recognizing what that is, and address it.
Next, change your thoughts. If you find your mind drifting to them, make a concerted effort to change your thoughts. Get busy working on something, or turn your mind to something else. The more you allow yourself to think about and miss an ex, the more difficult it will be to get over it.

When you need closure, but you shouldn't get it.
There are times when you probably need some closure, but circumstance does not allow it. For example, maybe you broke up because you were going away to school, or something, not because you no longer liked one another. Then, let's say that the person got married, or you did. Closure in these cases may be wanted, but is not wise to seek. What is the point of rehashing old feelings if you are in a committed relationship to someone else? Instead of getting closure, take what you can from it. Use it as a learning experience. That is the best you can do.

Whenever you start missing an ex and it interferes with your life or current relationships, consider the following:

Change focus: If you let yourself dwell on your ex or a past relationship, you are letting yourself mettle with your own mind. So, instead, whenever you find yourself thinking about an ex, find a way to change your train of thought.

Cut them out of your life: Next, if you are missing an ex, but do not want to have those old feelings interfere with your current life, it is a good idea to cut that person out of your life. Do not "friend" them on Facebook. Do not read their blog, or call them, or text them, etc. Instead, move forward with your life without allowing them to be part of it.

It can be really disruptive to your relationships to allow thoughts of, memories of, and lingering feelings for an ex into it. So, where you can, eliminate contact and change your focus, as this is going to help improve the other relationships in your life.