Blazars are very broadband cosmic sources with spectra spanning over twenty orders of magnitude in frequency, down to the 100 MHz regime in the radio range, up to VHE at several tens of TeV. The modelling of their spectral energy distribution at high energies currently considers two main classes of models, leptonic and lepto-hadronic, which both succeed fairly well in describing the observed spectra for the two populations of blazars, namely BL Lac objects (BL Lacs) and flat spectrum radio quasars (FSRQs). However they are both confronted with difficulties, in particular to reproduce flaring phenomena monitored with a good multi-spectral and temporal coverage, or to reproduce extreme sources which challenge the basic descriptions. Such a situation has led to a diversity of specific scenarios, the positioning of which in relation to the general context of the sources is generally not clearly fixed. The identification of the dominant particle acceleration mechanism at work and a better understanding of the location of the TeV emitting zone would make it possible to break the degeneracies between models. Multi-wavelength and multi-messenger studies should also help in this regard, with the perspective to elaborate a general reference scenario of blazars and AGNs.