I use an Ivy Bridge Thinkpad T430 with an eGPU adapter via the expresscard slot for gaming atm, your choice of card & setup is fairly limited in terms of making good use of it though. NVidia blocked expresscard eGPUs with later 1000 series drivers, so some later cards (1050 line and down, realistically probably the best card you'd want to use with such a bandwidth limited link) don't work at all, not really sure why they did that but it limits you to AMD cards if you want something modern. I think there's similar adapters for the mPCIe slot from like £5 for a really basic one but that can get quite messy.