We are trying to switch to a continuous integration environment but are not sure when to do code reviews. From what I've read of continuous integration, we should be attempting to check in code as often as multiple times a day. I assume, this even means for features that are not yet complete.

So the question is, when do we do the code reviews?

We can't do it before we check in the code, because that would slow down the process where we will not be able to do daily checkins, let alone multiple checkins per day.

Also, if the code we are checking in merely compiles but is not feature complete, doing a code review then is pointless, as most code reviews are best done as the feature is finalized. Does this mean we should do code reviews when a feature is completed, but that unreviewed code will get into the repository?