Economists and specialists have had and still have many confrontations on the subject of externalities. Because they are associated as an essential tool for sustainability, in this article we look for and consider that we need to identify the most important externalities that we need to take into account when designing a project. We will analyze those externalities corresponding to the different types of problems, depending on the most representative sectors of activity: local, national and regional transport; environment, research, technological development and innovation and last but not least, energy production and security of energy supply.