How can I send request again in response interceptor?

Here is my solution using promises for those interested. Basically you need to request a new session, and wait for the response before sending a new request corresponding to the original request (using response.config). By returning the promise $http(response.config) you ensure that the response will be treated as if it was the original request.
(syntax may not be the best as I’m new to promises)

angular.module('myapp', [ 'ngResource' ]).factory(
    'MyInterceptor', 
    function ($q, $rootScope) {
        return function (promise) {
            return promise.then(function (response) {
                // do something on success
                return response;
            }, function (response) {
                if(response.status == 419){
                    // session lost
                    var Session = $injector.get('Session');
                    var $http = $injector.get('$http');
                    // first create new session server-side
                    var defer = $q.defer();
                    var promiseSession = defer.promise; 
                    Session.query({},function(){
                        defer.resolve();
                    }, function(){
                       // error
                       defer.reject();
                    });       
                    // and chain request
                    var promiseUpdate = promiseSession.then(function(){
                        return $http(response.config);
                    });
                    return promiseUpdate;
                }
                return $q.reject(response);
            });
        };
    }).config(function ($httpProvider) {
        $httpProvider.responseInterceptors.push('MyInterceptor');
    });