The numerical simulation of a thin-walled structure immersed in an incompressible fluid can be addressed by various methods. In this paper, three of them are considered: the Arbitrary Lagrangian-Eulerian (ALE) method, the Fictitious Domain/Lagrange multipliers (FD) method and the Nitsche-XFEM method. Taking ALE as a reference, the advantages and limitations of FD and Nitsche-XFEM are carefully discussed on three benchmark test cases which have been chosen to be representative of typical difficulties encountered in valves or living cells simulations.