The study of two phase flow in porous media under high capillary pressures, in the case where one phase is incompressible and the other phase is gaseous, shows complex phenomena. We present in this paper a numerical approximation method, based on a two pressures formulation in the case where both phases are miscible, which is shown to also handle the limit case of immiscible phases. The space discretization is performed using a finite volume method, which can handle general grids. The efficiency of the formulation is shown on three numerical examples related to underground waste disposal situations.