Why do we study shocks ? Because they are there. Shocks are ubiquitous in the interstellar medium (ISM), where they constitute a major source of energy injection, together with photons and cosmic rays (CRs). Galactic shocks, and converging flows at the basis of the formation of molecular clouds and filaments, are examples of interstellar shocks. Shock waves are also generated during the birth, life and death of stars in the form of jets and protostellar outflows, stellar winds and supernovae and supernova remnants (SNRs). Hence, they are a major route of feedback of stars on galaxies. As such, they are a proficient tool to better understand the cycle of matter and energy in galaxies, but also the formation of stars. In this review, I will describe the recent advances on the study of shocks that can be observed and characterized with the IRAM instruments, with emphasis on the study of protostellar jets and outflows.