Calorimetry experiments under high pressure were used to clarify the interplay between different states such as superconductivity (SC) and antiferromagnetism (AF) in CeRhIn₅, spin density wave (SDW) and large moment antiferromagnetism (LMAF) in URu₂ Si₂. Evidences are given on the reentrance of AF under magnetic field in the SC phase of CeRhIn₅ up to p_c = 2.5 GPa where the Néel temperature will collapse in the absence of SC. For URu₂ Si₂ measurements up to 10 GPa support strongly the coexistence of SDW and LMAF at high pressures.