This mini-review discusses the recent contribution of theoretical and computational physics as well as experimental efforts to the understanding of the behavior of colloidal particles in confined geometries and at liquid crystalline interfaces. Theoretical approaches used to study trapping, long-and short-range interactions, and assembly of solid particles and liquid inclusions are outlined. As an example, an interaction of a spherical colloidal particle with a nematic-isotropic interface and a pair interaction potential between two colloids at this interface are obtained by minimizing the Landau-de Gennes free energy functional using the finite-element method with adaptive meshes.