In this review I first describe the nature of the three kinds of High-Mass
X-ray Binaries (HMXBs), accreting through: (i) Be circumstellar disc, (ii)
supergiant stellar wind, and (iii) Roche lobe filling supergiants. I then
report on the discovery of two new populations of HMXBs hosting supergiant
stars, recently revealed by a wealth of new observations, coming from the high
energy side (INTEGRAL, Swift, XMM, Chandra satellites), and complemented by
multi-wavelength optical/infrared observations (mainly ESO facilities). The
first population is constituted of obscured supergiant HMXBs, the second one of
supergiant fast X-ray transients (SFXTs), exhibiting short and intense X-ray
flares. I finally discuss the formation and evolution of HMXBs, constrain the
accretion models (e.g. clumpy winds, transitory accretion disc,
magneto-centrifugal barrier), show evidences suggesting the existence of an
evolutionary link, include comparisons with population synthesis models, and
finally build a consistent scenario explaining the various characteristics of
these extreme celestial sources. Because they are the likely progenitors of
Luminous Blue Variables (LBVs), and also of neutron star/black hole binary
mergers, related to short/hard gamma-ray bursts, the knowledge of the nature,
formation and evolution of these HMXB populations is of prime importance.Comment: Invited review at the 2012 COSPAR Meeting, 11 pages, 6 figure