For a large class of finite W algebras, the defining relations of a Yangian are proved to be satisfied. Therefore such finite W algebras appear as realisations of Yangians. This result is useful to determine properties of such W algebra representations. Talk presented by P. Sorba at NEEDS’97 (Kolymbari, Creta, June 1997), VIII Regional Conference on Math. Phys. (Nor Amberd, Armenia, July 1997),...