This thesis describes investigations made of the two nonlinear optical processes of Stimulated Raman Scattering (SRS) and Four-wave Mixing (FWM), carried out both in simple gases, when they were performed in various guided and unguided configurations, and in liquids, when they were performed in an unguided arrangement. To make a detailed comparison between experiment and theory a well defined pump beam is required. The development and operation of a laser capable of producing such a beam, an excimer pumped dye laser, is described in the initial part of this thesis. This laser was then used for an unguided SRS experiment to provide results such as tuning range and SRS threshold pump power, against which the performance of the guided configuration can be compared. The properties of hollow, cylindrical capillaries are then described along with theoretical expressions for SRS and FWM. Both numerical and analytical solutions are presented and the conversion efficiencies for the Stokes components are worked out for several configurations. A detailed analysis of parametric processes in guided and unguided cells is made and the experimental results compared with the predictions based in the numerical model and calculations for the phase match angle. In the final part of the thesis several arrangements to reach high Raman conversion efficiency in liquids and gases are discussed and the main conclusion is that the use of a waveguide in a Raman oscillator-amplifier configuration can provide good conversion efficiency for high order Stokes components and an improvement in the spatial characteristics of the generated beam.