This paper is based on a lecture given in the LACONEU summer school, Valparaiso, January 2012. We introduce Gibbs distribution in a general setting, including non stationary dynamics, and present then three examples of such Gibbs distributions, in the context of neural networks spike train statistics: (i) Maximum entropy model with spatio-temporal constraints; (ii) Generalized Linear Models; (iii) Conductance based Inte- grate and Fire model with chemical synapses and gap junctions.