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A generalized variational problem on \\(TQ\\) the tangent bundle of a manifold \\(Q\\) is determined by a submanifold (or more generally a subset) \\(\\Sigma\\) of \\(T^{*}TQ\\). A \\textit{solution} of the variational problem is a smooth curve \\(\\sigma: I \\rightarrow Q\\) which has a lift to \\(\\Sigma\\) (that is, there is another curve \\(\\mu: I \\rightarrow T^{*}TQ\\) with image in \\(\\Sigma\\) with projection onto the curve \\( \\dot{\\sigma}(t)\\) in \\(TQ\\) and a time dependent vector field such that \\(\\int_{I} <\\mu(t),X(t, \\dot{\\sigma}(t))> \\,dt =0\\). For particular choices of \\(\\Sigma\\), it is possible to derive the equations of motion of several mechanical systems of interest.   In the second part of the paper the authors how to fit these systems into the framework of generalized variational problem: Lagrangian mechanics, nonholonomic mechanics, constrained variational calculus, Hamiltonian mechanics, sub-Riemannian geometry,higher order Lagrangian systems, systems admitting a Lie group of symmetries, Hamiltonians on skew-symmetric Lie algebroids, and optimal control theory. In the last two sections, the authors consider the discrete version of the variational calculus to obtain the discrete versions for the above systems. 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