We introduce a new class of nonlocal kinetic equations and nonlocal Fokker-Planck equations associated with an effective generalized thermodynamical formalism. These equations have a rich physical and mathematical structure that can describe phase transitions and blow-up phenomena. On general grounds, our formalism can have applications in different domains of physics, astrophysics, hydrodynamics and biology. We find an aesthetic connexion between topics (stars, vortices, bacteries,...) which were previously disconnected. The common point between these systems is the (attractive) long-range nature of the interactions.