In this contribution an overview of the latest results on the study of BL Lac objects with the MAGIC telescopes at the very high energy (VHE, E>100 GeV) gamma-rays is presented. Three new VHE sources were detected during 2014, two BL Lac objects and the gravitational lensed blazar S3 0218+357. MAGIC detected very fast intra-night variability from IC 310. This detection points to smaller emitting regions than the event horizon, this is hard to be explained in the framework of the current theoretical models. The long term multi wavelength (MWL) study of the BL Lac PKS 1424+240 shows correlation between the radio and optical emission, pointing to a common origin. The MWL SED is not well fitted by a one-zone synchrotron-self Compton (SSC) model, but a two-zone SSC model can explain both, the MWL light curve and the SED. Spectral curvature has been found in the observed VHE spectrum from PG 1553+113. This is the first time that spectral curvature compatible with the EBL absorption is found in an individual object.