Engineering research needs to be informed by (or based on) industrial needs to have impact, and industrial innovation depends on research to fill the gaps in knowledge and to pave the way for better tools, technologies, and services. In the past few years, we have been exploring ways to foster a closer collaboration between research and industry both to align our research with practical needs, and to further increase awareness about the important role that software engineering research plays as an enabler for innovation. This paper outlines our experiences with three recent and successful research projects conducted in collaboration with the maritime and energy industry. We take a retrospective approach to examine the way we collaborated with our industry partners and elaborate the decisions that we believe contributed to the effectiveness of the collaborations. We report the lessons learned from our experience and illustrate these lessons using examples from the three projects. The lessons focus on the applications of Model-Driven Engineering (MDE), as all the three projects we draw on here were MDE projects. Our goal from structuring and sharing our experience is to contribute to a better understanding of how researchers and practitioners can collaborate more effectively and to gain more value from their collaborations.