Here, we report an overview of the phase diagram of single layered and double layered Fe arsenide superconductors at high magnetic fields. Our systematic magnetotransport measurements of polycrystalline SmFeAsO$_{1-x}$F$_x$ at different doping levels confirm the upward curvature of the upper critical magnetic field $H_{c2}(T)$ as a function of temperature $T$ defining the phase boundary between the superconducting and metallic states for crystallites with the ab planes oriented nearly perpendicular to the magnetic field. We further show from measurements on single crystals that this feature, which was interpreted in terms of the existence of two superconducting gaps, is ubiquitous among both series of single and double layered compounds. In all compounds explored by us the zero temperature upper critical field $H_{c2}(0)$, estimated either through the Ginzburg-Landau or the Werthamer-Helfand-Hohenberg single gap theories, strongly surpasses the weak coupling Pauli paramagnetic limiting field. This clearly indicates the strong coupling nature of the superconducting state and the importance of magnetic correlations for these materials. Our measurements indicate that the superconducting anisotropy, as estimated through the ratio of the effective masses $γ = (m_c/m_{ab})^{1/2}$ for carriers moving along the c-axis and the ab planes, respectively, is relatively modest as compared to the high-$T_c$ cuprates, but it is temperature, field and even doping dependent. Finally, our preliminary estimations of the irreversibility field $H_m(T)$, separating the vortex-solid from the vortex-liquid phase in the single layered compounds, indicates that it is well described by the melting of a vortex lattice in a moderately anisotropic uniaxial superconductor. ; Comment: 12 pages, for Physica C, special issue on the Fe oxypnictides (revised version)