We study the magnetic interactions in Mott-Hubbard systems with partially filled $t_{2g}$-levels and with strong spin-orbit coupling. The latter entangles the spin and orbital spaces, and leads to a rich variety of the low energy Hamiltonians that extrapolate from the Heisenberg to a quantum compass model depending on the lattice geometry. This gives way to engineer in such Mott insulators an exactly solvable spin model by Kitaev relevant for quantum computation. We, finally, explain weak ferromagnetism, with an anomalously large ferromagnetic moment, in Sr$_2$IrO$_4$.
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