More than one hundred years after the discovery of superconductivity in Leiden, the intriguing physics of several unconventional classes of superconductors continue to fascinate and challenge scientists from all over the world. The majority of these compounds belongs to a major class of materials known as strongly correlated systems that exhibit interesting and diverse physical properties, like the high-temperature superconductivity, the Mott-insulator transition, the colossal magnetoresistance or the structurally-driven electronic phase transitions. Rigorous and deep investigations of the electronic properties, as well as their tunability, should lead to new attractive commercial applications. With the use of time-resolved experiments or bulk sensitive techniques, which represent the main subject of this thesis, the electronic and magnetic properties of strongly correlated type-II superconductors and high-temperature copper-oxide superconductors are accessible. These techniques take advantages of the photon tunability in the case of optical pump-probe by allowing one to record the transient response of the material over the whole visible spectrum, or in the case of X-ray diffraction, the tunability of the synchrotron radiation thanks to the slicing operating at the SLS (Swiss Light Source) in Villigen, Switzerland. Cryo-LTEM allows one to work across the (H ,T ) phase diagram of type-II superconductors, thus enabling the study of the coexistence between normal and superconducting state by careful regulation of the applied magnetic field near the specimen. The Chapter 1 (1) is a general introduction dedicated to the historical evolution of our understanding of superconductivity, according to the theories and general concepts used and developed is this thesis. Chapter 2 (3) is dedicated to the experimental techniques. A careful description of the different setups, as well as a theoretical development needed for the calculations is presented. In Chapter 3 (4), the investigation of magnesium diboride superconductor by means of cryo-LTEM is presented. By observing the field-dependent vortex lattices in this system and performing calculations using the theoretical frameworks developed by Ginzburg-Landau and Abrikosov, I found that this compound belongs to the type-II family [1], and not to the novel type 1.5 class of superconductor. In Chapter 4 (5), I present the investigation related the charge density waves compound Lu5Ir4Si10. The use of ultrafast time-resolved optical pump-probe experiments, coupled with ab-anitio theoretical calculations of the electron-phonon coupling and the electronic structure, permits to shine new light on the nature of this transition which we identified as a structurally-driven Peierls transition [2]. The Chapter 5 (6) is dedicated to the investigation of the high-temperature copper-oxide superconductor, La2−x Srx CuO4, for different doping levels; the experiment was carrying out at the SLS on the Micro-XAS beamline, By using a transient temperature model and comparing our experimental results with temperature-dependent density of states calculations, we report on the electronic temperature dependence of the electron-phonon coupling constant (submitted to Phys. Rev. B).