We present natural and general ways of building Lie groupoids, by using the classical procedures of blow-ups and of deformations to the normal cone. Our constructions are seen to recover many known ones involved in index theory. The deformation and blow-up groupoids obtained give rise to several extensions of C*-algebras and to full index problems. We compute the corresponding K-theory maps. Finally, as an application, we use the blow-up of a manifold sitting in a transverse way in the space of objects of a Lie groupoid to construct a calculus which is quite similar to the Boutet de Monvel calculus for manifolds with boundary.