The newly developed intense short wavelength light sources (from Extreme Ultra-Violet (EUV) to X-rays) have open the path to the exploration of matter for revealing structures and electronic processes and for following their evolution in time. After drawing the panorama of existing accelerator based short wavelength light sources, the new trends of evolution of short wavelengths FEL are described, with some illustrations with the example of the LUNEX5 (free electron Laser a New accelerator for the Exploitation of X-ray radiation of 5th generation) demonstrator project of advanced compact Free Electron Laser.