I know the definitions of algebraic and Lie groups. I know the difference between them in terms of definition; loosely, the first is a variety plus group, while the second is a smooth manifold plus group.
However, in terms of examples, the main examples are almost the same. Also, the tangent space of both of them at the identity is a Lie algebra. In addition, both are studied in the big title "Lie Theory" and both are classified by Dynkin diagrams, etc.
I know there might be some examples of Lie groups that are not algebraic and vice-versa. However, the theory behind them looks to be almost the same. So my question, and I hope it is clear, what is the real difference between them? Do they coincide in some cases and differ in some?