We review 15 years of theoretical and experimental work on the nonlinear response of glassy systems. We argue that an anomalous growth of the peak value of nonlinear susceptibilities is a signature of growing "amorphous order" in the system, with spin-glasses as a case in point. Experimental results on supercooled liquids are fully compatible with the random first-order transition (RFOT) prediction of compact "glassites" of increasing volume as temperature is decreased, or as the system ages. We clarify why such a behavior is hard to explain within purely kinetic theories of glass formation, despite recent claims to the contrary.