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There exists an increasing demand of more and more speed of data processing. Earlier, data processing was a subject of only electronics. Hybrid (opto electronic)devices emerged as importance of the use of optics to overcome speed limitations of electronics was realized. Data processing speed could further be enhanced by performing more functions in optics domain. Devices that perform their all functions in optics domain are called all- optical devices. Photons are not as easily manipulated as electrons and therefore, novel ways are to be invented to realize all optical devices. This thesis presents a detailed account on the propagation of optical beams in bulk nonlinear media in different situations like single beam/ two coupled beams and propagation at nonlinear interface. The thesis also investigates beam propagation in fabricated structures like Mach Zehnder interferometer, directional coupler and grating assisted directional coupler. Based on these investigations some novel all-optical devices/systems have been proposed and discussed. The content of the thesis is useful from engineering as well as scientific point of view.