We consider a discrete set of individual agents interacting with a continuum. Examples might be a predator facing a huge group of preys, or a few shepherd dogs driving a herd of sheeps. Analytically, these situations can be described through a system of ordinary differential equations coupled with a scalar conservation law in several space dimensions. This paper provides a complete well posedness theory for the resulting Cauchy problem. A few applications are considered in detail and numerical integrations are provided.