  Context. Luminous blue variables (LBVs) are rare massive stars with very high
luminosity. They are characterized by strong photo-metric and spectroscopic
variability related to transient eruptions. The mechanisms at the origin of
these eruptions is not well known. In addition, their formation is still
problematic and the presence of a companion could help to explain how they
form. Aims. This article presents a study of seven LBVs (about 20% of the known
Galactic population), some Wolf-Rayet stars, and massive binaries. We probe the
environments that surround these massive stars with near-, mid-, and
far-infrared images, investigating potential nebula/shells and the companion
stars. Methods. To investigate large spatial scales, we used seeing-limited and
near diffraction-limited adaptive optics images to obtain a differential
diagnostic on the presence of circumstellar matter and to determine their
extent. From those images, we also looked for the presence of binary companions
on a wide orbit. Once a companion was detected, its gravitational binding to
the central star was tested. Tests include the chance projection probability,
the proper motion estimates with multi-epoch observations, flux ratio, and star
separations. Results. We find that two out of seven of LBVs may have a wide
orbit companion. Most of the LBVs display a large circumstellar envelope or
several shells. In particular, HD168625, known for its rings, possesses several
shells with possibly a large cold shell at the edge of which the rings are
formed. For the first time, we have directly imaged the companion of LBV stars.
