X-shooter, NACO, and AMBER observations of the LBV Pistol Star \footnote{Based on ESO runs 85.D-0182A, 085.D-0625AC}

We present multi-instruments and multi-wavelengths observations of the famous LBV star Pistol Star. These observations are part of a larger program about early O stars at different metallicities. The Pistol star has been claimed as the most massive star known, with 250 solar masses. We present the preliminary results based on X-Shooter spectra, as well as the observations performed with the VLTI-AMBER and the VLT-NACO adaptive optics. The X-shooter spectrograph allows to obtain simultaneously a spectrum from the UV to the K-band with a resolving power of $\sim$15000. The preliminary results obtained indicate that Pistol Star has similar properties of Eta Car, including shells of matter, but also the binarity. Other objects of the program, here briefly presented, were selected for their particular nature: early O stars with mass discrepancies between stellar evolution models and observations, discrepancies with the wind momentum luminosity relation.