We analyse several mechanisms capable of creating orphan meteoroid streams (OMSs) for which a parent has not been identified. OMSs have been observed as meteor showers since the XIXth century and by the IRAS satellite in the 1980s. We find that the process of close encounters with giant planets (particularly Jupiter) is the most efficient mechanism to create them: only a limited section of the stream is perturbed and follows the parent body on its new orbit, while the majority of the meteoroids remain in their pre-encounter orbit or in an intermediate state, breaking the link with their parent body. Cometary non-gravitational forces can also contribute to the process since they cause the comet to drift away from its stream. However, they are not sufficient by themselves to produce an OMS. Resonances can either split or confine a stream over a long time (>1000 yr). Some meteoroid streams may look like OMSs since their parent comet is dormant or not observable (e.g. long period). Even if new techniques succeed in linking minor objects to meteoroid streams, OMSs will still exist simply because cometary nuclei are subject to complete disruption leading to their disappearance.