Not usually a good idea. However, if you are handy as a technician and brave enough to deal with really small wiring and stuff inside a lappy, AND you have an AMD-based laptop, you can probably overclock the CPU by breaking and connecting bridges.
I know an ECS desknote 929A can handle dekstop CPU's and ram, and one can buy them barebones, therefore, one could also take one apart and remove the CPU, then do some bridge -modding or socket wire tricks to change the default multiplyer and thus convert say an XP 1800+ to an XP 2400+ or even 2600+. You could then use a better thermal paste on the heatsink to help compensate for the extra heat. or try to find a more/make a more efficient heatsink and or fan.
This particular desknote usually sells with anything from an Duron 1000 to an XP 2400+ Tbred B anyway. So I think it'd be alright to take a DLT3C 1800 + ($60-ish) with a default vcore of 1.5v up to a 15x multiplyer and maybe 1.6v, for an increase of 466mhz, and savings fo a whole $25 over just buying a regular 1.6 or 1.65 volt 2400+.
It trashes your warranty of course to do stuff like this, and I wouldn't recommend it unless you were building this thing as a barebones unit to start with (like I plan on doing).