Thanks to an approximation scheme of the non perturbative renormalization group, recently developed by Blaizot, Mendez and Wschebor (BMW), we have computed the momentum dependence of correlation functions of the O(N) models in three dimensions. A review of the method as well as some results (e.g. the structure factors) will be given. Finally, we shall show that whereas the usual approximation scheme (derivative expansion) of the non perturbative renormalization group does not allow us to study some out-of-equilibrium problems such as the Kardar-Parisi-Zhang stochastic equation, the implementation of the BMW scheme does. Some open questions will also be reviewed.