We review some results about the analytic structure of Lindstedt series for some complex analytic dynamical systems: in particular, we consider Hamiltonian maps (like the standard map and its generalizations), the semi-standard map and Siegel's problem of the linearization of germs of holomorphic diffeomorphisms of ( C ,0). The analytic structure of those series can be studied numerically using Padé approximants, and one can show the existence of natural boundaries for real, diophantine values of the rotation number; by complexifying the rotation number, we show how these natural boundaries arise from the accumulation of singularities due to resonances, providing a new intuitive insight into the mechanism of the break-down of invariant KAM curves. Moreover, we study the Lindstedt series at resonances, i.e. for rational values of the rotation number, by suitably rescaling to 0 the value of the perturbative parameter, and a simple analytic structure emerges. Finally, we present some proofs for the simplest models and relate these results to renormalization ideas.