We present recent results on coarse-graining techniques for thermodynamic quantities (canonical averages) and dynamical quantities (averages of path functionals over solutions of overdamped Langevin equations). The question is how to obtain reduced models to compute such quantities, in the specific case when the functional to be averaged only depends on a few degrees of freedom. We mainly review, numerically illustrate and extend results from [3,18], concerning the computation of the stress-strain relation for one-dimensional chains of atoms, and the construction of an effective dynamics for a scalar coarse-grained variable when the complete system evolves according to the overdamped Langevin equation.