Graphs are ubiquitous in many fields of research ranging from sociology to biology. A graph is a very simple mathematical structure that consists of a set of elements, called nodes, connected to each other by edges. It is yet able to represent complex systems such as protein-protein interaction or scientific collaborations. Graph clustering is a central problem in the analysis of graphs whose objective is to identify dense groups of nodes that are sparsely connected to the rest of the graph. These groups of nodes, called clusters, are fundamental to an in-depth understanding of graph structures. There is no universal definition of what a good cluster is, and different approaches might be best suited for different applications. Whereas most of classic methods focus on finding node partitions, i.e. on coloring graph nodes so that each node has one and only one color, more elaborate approaches are often necessary to model the complex structure of real-life graphs and to address sophisticated applications. In particular, in many cases, we must consider that a given node can belong to more than one cluster. Besides, many real-world systems exhibit multi-scale structures and one much seek for hierarchies of clusters rather than flat clusterings. Furthermore, graphs often evolve over time and are too massive to be handled in one batch so that one must be able to process stream of edges. Finally, in many applications, processing entire graphs is irrelevant or expensive, and it can be more appropriate to recover local clusters in the neighborhood of nodes of interest rather than color all graph nodes. In this work, we study alternative approaches and design novel algorithms to tackle these different problems. First, we study soft clustering algorithms that aim at finding a degree of membership for each node to each cluster, allowing a given node to be a member of multiple clusters. Then, we explore the subject of edge clustering whose objective is to find partitions of edges instead of node partitions. Third, we study hierarchical clustering techniques to find multi-scale clusters in graphs. We then examine streaming methods for graph clustering, able to handle graphs with billions of edges. Finally, we focus on local graph clustering approaches, whose objective is to find clusters in the neighborhood of so-called seed nodes. The novel methods that we propose to address these different problems are mostly inspired by variants of modularity, a classic measure that accesses the quality of a node partition, and by random walks, stochastic processes whose properties are closely related to the graph structure. We provide analyses that give theoretical guarantees for the different proposed techniques, and endeavour to evaluate these algorithms on real-world datasets and use cases.