Recent Cosmic Microwave Background (CMB) results from the Planck satellite, combined with previous CMB data and Hubble constant measurements from the Hubble Space Telescope, provide a constraint on the effective number of relativistic degrees of freedom 3.62(-0.48)(+0.50) at 95% CL. New Planck data provide a unique opportunity to place limits on models containing relativistic species at the decoupling epoch. We present here the bounds on sterile neutrino models combining Planck data with galaxy clustering information. Assuming N-eff active plus sterile massive neutrino species, in the case of a Planck+WP+HighL+HST analysis we find m(nu,sterile)(eff) < 0.36 eV and 3.14 < N-eff < 4.15 at 95% CL, while using Planck+WP+HighL data in combination with the full shape of the galaxy power spectrum from the Baryon Oscillation Spectroscopic Survey BOSS Data Relase 9 measurements, we find that 3.30 < N-eff < 4.43 and m(nu,sterile)(eff) < 0.33 eV both at 95% CL with the three active neutrinos having the minimum mass allowed in the normal hierarchy scheme, i.e. Sigma m(nu) similar to 0.06 eV. These values compromise the viability of the (3 + 2) massive sterile neutrino models for the parameter region indicated by global fits of neutrino oscillation data. Within the (3 + 1) massive sterile neutrino scenario, we find m(nu,sterile)(eff) < 0.34 eV at 95% CL. While the existence of one extra sterile massive neutrino state is compatible with current oscillation data, the values for the sterile neutrino mass preferred by oscillation analyses are significantly higher than the current cosmological bound. We review as well the bounds on extended dark sectors with additional light species based on the latest Planck CMB observations.