Abstract: We make a broad discussion, both mathematical and physical, of different aspects of Palatini theories of gravity. These theories are defined by the idea that metric and connection are physically independent entities, in such a way that the field equations are obtained by performing independent variations with respect to both of them. While this reinterpretation of the theories has no consequences for General Relativity it does have for extensions of it, in the context of modified theories of gravity. We discuss their physical relevance in relation with the modification of (static) black hole interiors.