When a powerful femtosecond laser pulse propagates in an optical medium, self-focusing occurs. This book reviews the current up-to-date understanding of the physics of propagation leading to the self-transformation of the laser pulse into a white light laser pulse during self-focusing and filamentation. The physics of multiple filamentation and competition will be discussed. Its capability to melting glasses inside the filaments is observed which explains the physics of wave guide writing. Its potential applications in atmospheric sensing and material processing together with possible future challenges in the interaction of such self-transformed white light laser pulses with atoms and molecules will be treated. Nonlinear optics such as third harmonic generation in the filaments with self-phase locking will also be discussed.