In the last decades, statistical mechanics pushed its frontiers to encompass systems which fall outside the standard equilibrium framework. Paradigmatic examples are non-equilibrium systems such as granular and active matter for which, either due to dissipative interactions or as a consequence of "self-driven motility", even basic thermodynamic quantities, such as temperature and pressure, are not well defined. Systems with long-range interactions, like gravitational or Coulomb ones, are another example where the standard equilibrium picture is not appropriate.