The renormalization group (RG) is one of the most efficient approaches to study critical phenomena and compute universal quantities (critical exponents). The non-perturbative renormalization group (NPRG) is a Wilsonian formulation of the RG which presents some advantages with respect to more standard approaches. After a brief introduction to this technique, we will show that it can be directly applied to classical spin models (Ising, XY, Heisenberg) thus allowing us to compute not only critical exponents but also non-universal quantities such as the critical temperature or the magnetization. We will also discuss the superfluid--Mott-insulator transition in the Bose-Hubbard model.