This paper presents local methods for modelling and control of discrete-time unknown non-linear dynamical systems, when only input-output data are available. We propose the adoption of lazy learning, a memory-based technique for local modelling. The modelling procedure uses a query-based approach to select the best model configuration by assessing and comparing different alternatives. A new recursive technique for local model identification and validation is presented, together with an enhanced statistical method for model selection. Also, three methods to design controllers based on the local linearization provided by the lazy learning algorithm are described. In the first method the lazy technique returns the forward and inverse models of the system which are used to compute the control action to take. The second is an indirect method inspired by self-tuning regulators where recursive least squares estimation is replaced by a local approximator. The third method combines the linearization provided by the local learning techniques with optimal linear control theory, to control non-linear systems about regimes which are far from the equilibrium points. Simulation examples of identification and control of non-linear systems starting from observed data are given.