A wide variety of measurements suggest the existence of strong collectivity in collisions of small systems such as proton-proton (pp) and proton-nucleus (pPb) with hydrodynamic models or gluon saturation in the initial state as two theory alternatives showing consistency with the observations. These results raise the question as to whether such phenomena may be present in even smaller systems. Just recently ATLAS, ALEPH, and ZEUS collaborations have extended the studies to photon-Pb, electron-electron (ee), and electron-proton (ep) systems respectively. This talk will summarize the latest CMS results on the study of long-range particle correlations extended to photon-proton interactions using pPb collisions at 8.16 TeV. Such interactions provide unique initial conditions with event multiplicity lower than in pp and pPb systems but comparable with electron-positron and ep systems.