Laser-cooled clouds of atoms constitute an original medium to revisit experiments in the field of non linear optics. Among the interesting features of cold atoms, one can cite the absence of "defects" of the samples, the possibility to engineer their optical response, and the fact that a full ab initio description of the physics is possible starting from the microscopic building block of the atom-light interaction. I will illustrate this with three examples of experiments performed at INLN, of increasing complexity (and interest): self-focussing, spatial soliton, and transverse self-organization.