The category of all modules over a reductive complex Lie algebra is wild, and therefore it is useful to study full subcategories. For instance, Bernstein, Gelfand and Gelfand introduced a category of modules which provides a natural setting for highest weight modules. In this paper, we define a family of categories which generalizes the BGG category and we classify the simple modules for a subfamily. As a consequence, we show that some of the obtained categories are semisimple.2.1. The category of weight modules. We denote by Mod(g) the category of all g-modules. This category is very wild and therefore we will investigate some full subcategories of Mod(g) for which we can describe the simple modules. The first well known subcategory of Mod(g) is the full subcategory of finite dimensional modules F in(g). It was studied by É. Cartan, H. Weyl, W. Killing and many others. This category turns out to be semisimple: every finite dimensional module splits into a direct sum of simple modules. Moreover, we can completely describe the simple objects of this category: they are all the simple highest weight modules with integral dominant highest weight.We now turn to a bigger category. The category of weight modules.Definition 2.1. A module M is a weight module if it is finitely generated, and h-diagonalizable in the sense thatwith weight spaces M λ of finite dimension. We will denote by M(g, h) the full subcategory of Mod(g) consisting of all weight modules.Remark 2.2. Note that we require finite dimensional weight spaces in our definition, which is not always the case in the literature. This category also appears as a particular case of several other categories (e.g. [24,25] or [7,10]). This category has several good properties, for instance we have the following: Fernando [8, thm 4.21]). The category M(g, h) is abelian, noetherian and artinian. Before trying to get a better understanding of this category, we will need more concepts that we shall review now. Definition 2.4. Let a be any subalgebra of g.In the 70 ′ s, Bernstein, Gelfand and Gelfand enlarged the category F in(g) to include all highest weight modules [2]. More precisely, they introduced the following category:Definition 2.5. The category O is the full subcategory of M(g, h) whose objects are n + -finite.This category is quite well understood now. The complete list of simple modules in O is known and there are also important results about projective objects, resolutions. . . We refer the reader to [16] and the references therein.In the 80 ′ s, several subcategories of category O where defined and investigated by Rocha-Caridi, the so-called parabolic versions of O. We recall here a definition.