The main interest of the work exposed in this thesis is to explore hairy black holes in a more general framework than General Relativity by taking into account the presence of a cosmological constant, of higher dimensions, of exotic matter fields or of higher curvature terms. These extensions to General Relativity can be derived in the context of String Theory. It is also by studying natural extensions to General Relativity that we can more deeply understand the theory of Einstein. Firstly, we will display the theory of General Relativity with its building blocks in particular and we will give the mathematical tools that we need afterwards. Then, a first extension will be detailed with the introduction of higher dimensions and p-form fields which constitute the natural generalization of the electromagnetic interaction. We will build in this framework new static black hole solutions where p-form fields allow to shape the geometry of the horizon. Secondly, we will present the general extension of Einstein theory in any dimension which produces second order field equations: Lovelock theory. We will determine in this context a large class of solutions in dimension 6 for which the theory is reduced to Einstein-Gauss-Bonnet theory with the presence of p-form fields. Thirdly, we will study a generalization of General Relativity in dimension 4 whose modification is induced by a conformally coupled scalar field. We will namely exhibit a new black hole solution with a flat horizon in the presence of axionic fields. To conclude this thesis, thermodynamical aspects of these gravitational theories will be studied. In this way, we will be able to determine the mass and the charges of these new solutions and we will examine phase transition phenomena in the presence of a conformally scalar field.