The aim of this thesis is to investigate different aspects of few-body interactions in cold Rydberg atoms. It has been realized in a co-tutelle program between the University of Paris-Saclay and the University of Pisa working on two different experimental set ups: one at Laboratoire Aimé Cotton on cold Cs Rydberg atoms and a second at Physics Department of Pisa on cold Rb Rydberg atoms. In Laboratoire Aimé Cotton we demonstrated the existence of new few-body interactions we observed in a frozen Rydberg gas of Cs atoms. These new resonances are a generalization of already known two-body Förster resonances. They act on the internal degrees of freedom of the Rydberg atoms leading to a resonant energy transfer analogous to the one in FRET (Fluorescence Resonance Energy Transfer). In analogy with Förster resonance, three-body FRETs are tuned with an external electric field and can be observed for different principal quantum number. The three-body interaction appeared in the absence of any two-body ones and for this reasons it has a Borromean character. The presence of this external electric field leads to additional resonances between Rydberg atoms supposedly forbidden. These resonances, we call quasi-forbidden Förster resonances, are due to dipole-dipole interaction as in the case of Förster resonance. We investigated these resonances finding a large number close to the allowed two-body and three-body FRET. A precise study was necessary in order to identify and discriminate these resonances from the allowed ones.In the experiment in Pisa we instead focus our attention on the mechanical effect of van der Waals repulsion between Rydberg atoms. We studied the spatial expansion due to a van der Waals interaction in a 1D chain of Rb Rydberg atoms excited with an off-resonant laser excitation. The comparison of the spatial expansion for different detuning of the laser excitation reveals the central role of the van der Waals interaction whose strength is equal to the detuning of the laser excitation.