After 30 years of research, disordered systems remain one of the great challenges of theoretical physics. This is due to the existence of multiple minima, or broad distributions of disorder. The latter render meaningless standard perturbation theory, and its most prominent prediction, namely dimensional reduction, which states that disordered systems behave as pure systems in two space dimensions less. A theoretical treatment therefore has to take into account and follow under renormalization the whole disorder distribution. We review this approach and discuss a recent application to contact line depinning.