This talk is an overview of various nonlinear optical processes that occur as a result of interaction between laser modes and the active region of quantum cascade lasers (QCLs). This interaction is quite strong due to large matrix elements of the optical transitions between electron states in coupled quantum wells. Furthermore, the active region of a QCL can be modified to enhance any particular nonlinear process by engineering multiple intersubband resonances and playing with oscillator strengths. This greatly facilitates intracavity frequency conversion processes such as generation of harmonics, difference frequency generation in the terahertz range, and stimulated Raman scattering. Their efficiency is high enough to be interesting for applications. Another nonlinear effect that can play a major role in QCLs is frequency and phase locking of laser modes mediated by four-wave mixing. It leads to interesting dynamical regimes including synchronization of transverse modes, beam steering, coherent instabilities, generation of frequency combs, and ultrashort pulse operation. I will discuss both theory and recent experimental results obtained in our collaboration with Harvard University.