Recent progress in studies of Rydberg double-well electronic energy states of MeNg (Me = 12-group atom, Ng = noble gas atom) van der Waals (vdW) molecules is presented and analysed. The presentation covers approaches in experimental studies as well as ab initio-calculations of potential energy curves (PECs). The analysis is shown in a broader context of Rydberg states of hetero- and homo-diatomic molecules with PECs possessing complex ‘exotic’ structure. Laser induced fluorescence (LIF) excitation spectra and dispersed emission spectra employed in the spectroscopical characterization of Rydberg states are presented on the background of the diverse spectroscopic methods for their investigations such as laser vaporization–optical resonance (LV-OR), pump-and-probe methods, and polarization labelling spectroscopy. Important and current state-of-the-art applications of Rydberg states with irregular potentials in photoassociation (PA), vibrational and rotational cooling, molecular clocks, frequency standards, and molecular wave-packet interferometry are highlighted.