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The most accurate model to describe the gravitational interaction is thewell-known theory of General Relativity. Several observational evidencescorroborate the legitimacy of the theory compared to the older Newtoniangravity. General Relativity furthermore predicts the existence of gravitationalwaves, i.e. spacetime ripples produced by accelerated masses. Thanks to aconnected network of interferometers called LIGO/Virgo, gravitational wavesfrom the coalescence of massive and compact astrophysical bodies have beenmeasured directly. These recent observations paved the way to a completely newroute to test the gravitational interaction. The possibility of usinggravitational waves to obtain a deeper understanding of open problems withinGeneral Relativity motivates the work developed in this thesis. Each part isessentially devoted to challenging the current model of gravitation, sometimesincluding yet undiscovered new matter fields, and other times modifying thetheoretical framework of General Relativity.  In the first part of this manuscript, I discuss the astrophysicalconsequences of the presence of scalar fields permeating galaxies. A detailedpicture of the interaction of massive black holes and scalar dark matterstructures is provided. The second part is dedicated to the analysis of thegeneration and propagation of gravitational waves. As an example, I examine theclose limit approximation as a promising tool to investigate the collision ofextreme compact objects. The last part of this thesis instead focuses onunstable mechanisms around black holes and stars (scalarization andvectorization), in two alternative models of gravitation.

Challenging theories of gravitation: dark matter, compact objects and gravitational waves