We present here some works on the strong competition between the Kondo eect, magnetic order and eventually spin glass or frustration eect in anomalous rare-earth and actinide systems. First, we develop an underscreened Kondo lattice model with S f = 1 spins for the 5f -electrons and we have recently improved it by deriving, by the SchrieerWol transformation, a 5f -band with a nite bandwidth. The underscreened Kondo lattice model can account for properties of some uranium and neptunium compounds, like UTe, Np2PdGa3 or UCu2Si2 which have a large Curie temperature Tc of order 100 K and present also a Kondo behavior. In particular, we can account for the observed maximum of Tc under pressure in UTe and the magnetization curves of NpNiSi2 showing the occurrence of the Kondo eect at low temperatures below Tc. Second, we have studied the properties of disordered cerium alloys like CeCuxNi1−x or CeRhxPd1−x by considering the Kondo eect, a ferromagnetic order and a spin glass behavior described by several approaches. The van Hemmen approach gives a good explanation of the properties of cerium alloys and we are describing the magnetic glass clusters which occur in both spin glass and ferromagnetic phases. Third, we present a new description of a frustrated Kondo lattice model, which can account for the behavior under pressure or doping of some ytterbium compounds like Yb2Pd2Sn and YbAgGe.