Résumé : This paper reviews the relationships between switching systems defined from a partition of the state space into convex cells, and relay or complementarity dynamical systems, which are other classes of discontinuous systems. Well-posedness results (i.e. results on the existence and the uniqueness of solutions) for different classes of relay and complementarity systems which are also switching systems are presented. The reverse issue (when can a switching system be rewritten equivalently as a relay or a complementarity system) is also tackled. Many examples from Mechanics, Circuits, and Biology illustrate the developments throughout the paper. The paper focuses on systems with continuous solutions (i.e. with no state jumps). Convexity is the central property.