Shear banding occurs in the flow of complex fluids: various types of shear thinning and shear thickening micelle solutions and liquid crystals. In order to cope with the strongly inhomogeneous interface between the bands, constitutive models used in standard rheology must be supplemented by non-local terms. This leads rather generally to non-linear partial differential equations of the reaction-diffusion type. We use this formalism in order to explain some observed experimental features and as a guide for future research in this field.