  After a general introduction to the field, we describe some recent results
concerning disorder effects on both `random walk models', where the random walk
is a dynamical process generated by local transition rules, and on `polymer
models', where each random walk trajectory representing the configuration of a
polymer chain is associated to a global Boltzmann weight. For random walk
models, we explain, on the specific examples of the Sinai model and of the trap
model, how disorder induces anomalous diffusion, aging behaviours and Golosov
localization, and how these properties can be understood via a strong disorder
renormalization approach. For polymer models, we discuss the critical
properties of various delocalization transitions involving random polymers. We
first summarize some recent progresses in the general theory of random critical
points : thermodynamic observables are not self-averaging at criticality
whenever disorder is relevant, and this lack of self-averaging is directly
related to the probability distribution of pseudo-critical temperatures
$T_c(i,L)$ over the ensemble of samples $(i)$ of size $L$. We describe the
results of this analysis for the bidimensional wetting and for the
Poland-Scheraga model of DNA denaturation.
