Calorimetry experiments under high pressure were used to clarify the interplay between different states such as superconductivity and antiferromagnetism in CeRhIn5, spin density wave and large moment antiferromagnetism in URu2Si2. Evidences are given on the re-entrance of antiferromagnetism under magnetic field in the superconducting phase of CeRhIn5 up to pc = 2.5 GPa where the Neel temperature will collapse in the absence of superconductivity. For URu2Si2 measurements up to 10 GPa support strongly the coexistence of spin density wave and large moment antiferromagnetism at high pressures.