This introduction and the contributions of the HSR issue intend to develop and to demonstrate the potentialities of the economics of convention (EC) for a transdisciplinary approach to the history of economies. “Convention” has become a core concept in the renewal of French social sciences from structuralism towards pragmatism. Conventions are interpretative schemes for action and coordination that persons and actors use in situations under conditions of uncertainty. Through repeated interaction they become an intimate part of the history, incorporated into justifications, behaviours and social objects like institutions. In contrast to neoclassic economics and to new historical institutionalism, the EC starts from assumptions of a plurality of economic frameworks of action, of the socio-historical construction of concepts, categories, and data. It rejects dichotomies, adopts a broad conception of the economy, conceives institutional change as the change of the “conventional” foundations for the pragmatic use and interpretation of institutions. Its methodology is that of a “complex pragmatist situationalism”, dedicated to a comprehensive approach aiming at reconstructing the internal going-on of historical processes. This special issue offers a set of contributions on: the origins of the approach, its methodological standpoint, its possible developments towards a sociology of engagement or hermeneutical concerns, several applications on economic history (notably about conventions of quality and of labor).