This thesis presents the study of electrons, phonons and their dynamics in the phase transitions of two strongly correlated materials, the prototype Mott compound (V{1-x}Cr_{x})_2O_3 and the superconducting iron-pnictide Ba(Fe_{1-x}Co_{x})_2As_2. These systems were studied with two complementary techniques, photoelectron spectroscopy and pump-probe reflectivity. Transient reflectivity measurements in (V{1-x}Cr_{x})_2O_3 show a photo-induced lattice stiffening, due to the ultrafast (at the femtosecond time-scale) electronic structure modification. Coherent optical and acoustic phonon measurements investigated the link between electronic excitation, lattice properties and electron correlations. Sub-micron spatially resolved photoemission allo...