One of the main challenges in modern optics is to explore shorter times scales as well as to extend the frequency range to higher but also to lower frequencies. Last years, the time scales available have been shifted to the attosecond range — well below one femtosecond. The critical ingredient of this progress is the creation of strong few-, single- and even sub-cycle pulses. At the same time, the frequency range where few-cycle pulse generation is possible, quickly increases. In this work the author considers methods for generation of ultrashort few- and sub-cycle pulses in very different frequency ranges, from terahertz (THz) to vacuum ultraviolet (VUV) and for the possibilities to use these generated pulses to test the dynamics of light-matter interaction. In the case of ionization, new frequencies, so called Brunel harmonics, appear, providing a novel tool both as a source of short pulse in THz range, but also as a meter allowing to investigate the processes taking place inside ionization events. Contribution in both of these directions has been provided by the author, who showed how the elementary responses from attosecond-long ionization events form an interference pattern in frequency defining the THz spectrum. Furthermore, the author showed the possibility to use ultrashort pulses for novel ultrafast devices such as fast optical switches based on resonant interaction with atoms and molecules, despite the resonant effects often believed to be “slow”. In the waveguides geometries, the author demonstrated a new mechanism of a dramatic collapse of an optical soliton which gives birth to a very coherent supercontinuum, that is, a very broad spectrum, being compressible to sub-cycle pulses. The author also studied supercontinuum generation and related phenomena in the waveguide arrays and in a free space. The results allow a deeper insight into fundamental questions of nonlinear optics and strong field physics, at the same time opening up new perspectives for future applications of extremely short pulses.