This joint issue of Optics Express and Optical Materials Express features 18 state-of-the art articles that witness actual developments in nonlinear optics, including those by authors who participated in the international conference Nonlinear Optics held in Waikoloa, Hawaii from July 15 to 19, 2019. As an introduction, the editors provide a summary of these articles that cover all aspects of nonlinear optics, from basic nonlinear effects and novel frequency windows to innovative nonlinear materials and devices, thereby paving the way for new nonlinear optical concepts and forthcoming applications.