Liquid metal cooled reactors are envisaged to play an important role in the future of nuclear energy production because of their possibility to use natural resources efficiently and to reduce the volume and lifetime of nuclear waste. Sodium and Liquid lead (-alloys) are considered the short and long term solution respectively, as coolant in GEN-IV reactor. Thermal-hydraulics of liquid metals plays a key role in the design and safety assessments of these reactors. Therefore, this is the main topic of a large European collaborative program (the Horizon 2020 SESAME) sponsored by the European Commission. This paper will present the progress in the project with respect to liquid metal cooled reactor thermal-hydraulics (liquid metal heat transfer, fuel assembly thermal-hydraulics, pool thermal-hydraulics, and system thermal-hydraulics). New reference data, both experimental and high-fidelity numerical data is being generated. And finally, when considering the system scale, the purpose is to validate and improve system thermal-hydraulics models and codes, but also to further develop and validate multi-scale approaches under development.