This chapter describes some nonlinear optical effects in intense laser-plasma interaction. In a low density plasma, “relativistic” self-focusing/channeling and “caviton” formation are due to the combined effects of radiation pressure and relativistic dynamics. These latter also determine the onset of electromagnetic transparency in a dense plasma that would be opaque in the linear regime. In a high density, sharply bounded plasma the strong Lorentz force drives the generation of “fast” high-energy electrons via the “vacuum heating” process, and of coherent high harmonic pulses in the reflected light. A final section discusses some consequences of absorption of both linear and angular EM momentum into a plasma.