We show that the n-fold integrals $\chi^{(n)}$ of the magnetic susceptibility of the Ising model, as well as various other n-fold integrals of the "Ising class", or n-fold integrals from enumerative combinatorics, like lattice Green functions, are actually diagonals of rational functions. As a consequence, the power series expansions of these solutions of linear differential equations "Derived From Geometry" are globally bounded, which means that, after just one rescaling of the expansion variable, they can be cast into series expansions with integer coefficients. Besides, in a more enumerative combinatorics context, we show that generating functions whose coefficients are expressed in terms of nested sums of products of binomial terms can also be shown to be diagonals of rational functions. We give a large set of results illustrating the fact that the unique analytical solution of Calabi-Yau ODEs, and more generally of MUM ODEs, is, almost always, diagonal of rational functions. We revisit Christol's conjecture that globally bounded series of G-operators are necessarily diagonals of rational functions. We provide a large set of examples of globally bounded series, or series with integer coefficients, associated with modular forms, or Hadamard product of modular forms, or associated with Calabi-Yau ODEs, underlying the concept of modularity. We finally address the question of the relations between the notion of integrality (series with integer coefficients, or, more generally, globally bounded series) and the modularity (in particular integrality of the Taylor coefficients of mirror map), introducing new representations of Yukawa couplings.