Maurice Allais' passion for physics is older than his passion for economics. He declared having devoted a quarter of his time to physics. The results of his work and his experience in this field are entirely original. This work is based on new experimental data in four fields considered a priori as very different, although in close relation with each other: - observations on the paraconical pendulum with anisotropic support and with isotropic support; - observations on the optical deviations of sightings at marks and at collimators; - the regularities characterizing the optical observations of Esclangon and not perceived by him; - the regularities characterizing the interferometric observations of Dayton C. Miller and not perceived by him. The questioning of modern theories, both of classical theories and of the theory of relativity, has provoked, as could be suspected, fierce opposition. But in physics as in economics, Maurice Allais has an absolute principle: «All real progress in our knowledge can only be based upon data from experiment».