New fractional derivatives, termed henceforth generalized fractional derivatives (GFDs), are introduced. Their definition is based on the concept that fractional derivatives (FDs) interpolate the integer-order derivatives. This idea generates infinite classes of FDs. The new FDs provide, beside the fractional order, any number of free parameters to better calibrate the response of a physical system or procedure. Their usefulness and consequences are subject of further investigation. Like the Caputo FD, the GFDs allow the application of initial conditions having direct physical significance. A numerical method is also developed for the solution of differential equations involving GFDs. Mechanical systems including fractional oscillators, viscoelastic plane bodies and plates described by such equations are analyzed.