Nonlinear convection and nonlocal aggregation equations are known to feature a "formal" gradient flow structure in presence of a "nonlinear mobility", in terms of the generalized Wasserstein distance "à la" Dolbeault-Nazaret-Savaré. Such a structure is inherited by the discrete Lagrangian approximations of those equations in a quite natural way in one space dimension, and this simple remark allows to formulate a discrete-to-continuum "many particle" approximation. I will describe some recent results in this direction, which include the discrete (deterministic) particle approximation for scalar conservation laws and (more recently) a large class of nonlocal aggregation equations as main examples.