Surface plasmon – the electromagnetic interaction in metal nanoparticles and nanostructures – has been the topic of intense research activities for many years. Early researchers studied the dependence of plasmon resonance frequency on the size, shape and dielectric environment of the nanoscale system, mainly for sensing applications. The intense and localized field, generated by two adjacent metallic nanostructures when appropriately illuminated, has been utilized for enhancing the sensitivity of vibrational spectroscopy. The near-field enhancement is also responsible for benefiting device properties, such as improving nonlinear frequency conversion efficiency. In this thesis, I will present plasmonic structures with interesting optical properties and discuss their applications in infrared spectroscopy, refractive index sensing and subwavelength nonlinear optics.