Nonlinear optics is the study of materials which, if the light is intense enough, do not react linearly to the electromagnetic fields that propagate through them. When this happens, the superposition principle breaks, and beams of light propagating through the material can modify each other's phase, propagation direction, and frequency, and even combine to make new beams of light at new frequencies and propagation directions. The Wikipedia page linked above contains a long list of examples of processes within this class.
For this to happen, the material typically needs to satisfy certain constraints, the most notable of which is certain types of crystal symmetry depending on the order of the process involved. Moreover, for nonlinear processes to happen at any measurable rate, you need the light to be intense enough, with the threshold intensity determined by the nonlinear susceptibility of the material.