  The cosmological distance ladder crucially depends on classical Cepheids
(with P=3-80 days), which are primary distance indicators up to 33 Mpc. Within
this volume, very few SNe Ia have been calibrated through classical Cepheids,
with uncertainty related to the non-linearity and the metallicity dependence of
their period-luminosity (PL) relation. Although a general consensus on these
effects is still not achieved, classical Cepheids remain the most used primary
distance indicators. A possible extension of these standard candles to further
distances would be important. In this context, a very promising new tool is
represented by the ultra-long period (ULP) Cepheids (P \geq 80 days), recently
identified in star-forming galaxies. Only a small number of ULP Cepheids have
been discovered so far. Here we present and analyse the properties of an
updated sample of 37 ULP Cepheids observed in galaxies within a very large
metallicity range of 12+log(O/H) from ~7.2 to 9.2 dex. We find that their
location in the colour(V-I)-magnitude diagram as well as their Wesenheit (V-I)
index-period (WP) relation suggests that they are the counterparts at high
luminosity of the shorter-period (P \leq 80 days) classical Cepheids. However,
a complete pulsation and evolutionary theoretical scenario is needed to
properly interpret the true nature of these objects. We do not confirm the
flattening in the studied WP relation suggested by Bird et al. (2009). Using
the whole sample, we find that ULP Cepheids lie around a relation similar to
that of the LMC, although with a large spread (~0.4 mag).
