We introduce a novel family of contextual measures of similarity between distributions: the similarity between two distributions q and p is measured in the context of a third distribution u. In our framework any traditional measure of similarity / dissimilarity has its contextual counterpart. We show that for two important families of divergences (Bregman and Csisz´ar), the contextual similarity computation consists in solving a convex optimization problem. We focus on the case of multinomials and explain how to compute in practice the similarity for several well-known measures. These contextual measures are then applied to the image retrieval problem. In such a case, the context u is estimated from the neighbors of a query q. One of the main benefits of our approach lies in the fact that using different contexts, and especially contexts at multiple scales (i.e. broad and narrow contexts), provides different views on the same problem. Combining the different views can improve retrieval accuracy. We will show on two very different datasets (one of photographs, the other of document images) that the proposed measures have a relatively small positive impact on macro Average Precision (which measures purely ranking) and a large positive impact on micro Average Precision (which measures both ranking and consistency of the scores across multiple queries).