Understanding the physics and mechanics of porous sedimentary rocks is a stimulating challenge. Indeed, these rocks are of great economical interest for two main reasons: they are the places for hydrocarbon resources and for underground storage. Yet the complexity of these natural composites would suggest low expectations for research projects aiming at a fundamental understanding of their behavior. However progress has been observed, not limited to the study of pure quartz sandstones such as Fontainebleau sandstones. Many experiments and models have been developed that deal with more typical, complex sandstones. Even shales, that are certainly the most complex sedimentary rocks, have also been well documented. But why is it of interest to understand better the fundamental physics and mechanics of sedimentary rocks? And how has progress been made possible, given those difficulties?