It is sometimes said that the delta distributions $\delta(x-x_0)$ are the eigenstates of the position operator $\hat x$. However, as its name may imposes, those are not classical functions and precisely not elements of the Hilbert space $x$ is defined on. The same is true for the momentum operator and the functions $e^{i\langle x,k\rangle}$. They are not square integrable and, thus, no elements of the Hilbert space. Clearly, an eigenvector has to be an element of the Hilbert space, so what's the matter?
The problem we're dealing with here is the infinite dimension of our Hilbert space. Things get more sophisticated then in the finite dimensional scenario where we can just compute eigenstates (and we know that these are elements of the Hilbert space). Still an operator $\hat A$ can have eigenstates defined by non-trivial solutions of $$(\hat A - \lambda \cdot\operatorname{id})| \psi\rangle = 0$$ for $\lambda\in\mathbb{C}$ and a $|\psi\rangle\in\mathcal{H}$ in the domain of $\hat A$. In infinite dimensions operators are not necessarily defined on the whole Hilbert space. Take for example $\hat x$, it can kick a function out of the Hilbert space by returning a non-square integrable function. The eigenvalues $\lambda$ obtained that way are called the point-spectrum of $\hat A$. However, as mentioned above, the delta distributions are not elements of the Hilbert space and, thus, they cannot contribute to the point-spectrum. Instead, they represent another kind of spectrum, the contineous spectrum. The position and momentum operators for free particles do not posess a point spectrum, but only a contineous one. The Hamilton operator of a Hydrogen atom is an example of an operator with point spectrum (bound states) as well as contineous spectrum ($E>0$, scattering states). For a nice introduction to infinite dimensional quantum systems and their peculiarities check out the lectures of F. Schuller.
For the point spectrum, we find a discrete set of eigenvectors (for example by solving the Schrödinger equation). However, the contineous spectrum is usually discribed by an operator valued measure $\mu$ on $\mathbb{R}$. In principle, it tells us the properbility of measuring a state with a measuring result in a subset $A\subseteq\mathbb{R}$. Now, finding these "eigenstates" of the contineous spectrum corresponds to finding the precise measure $\mu$.
I hope this can help you somehow. The explict construction of the measure can be done by using the resolvent operator for example. This is explained in this lecture video. Cheers!