Four series of dyes with dimethylamino electron donor groups and N‐R‐pyridinium (R = methyl Me, phenyl Ph, 2,4‐dinitrophenyl 2,4‐DNPh, or 2‐pyrimidyl 2‐Pym) electron acceptors are studied as their hexafluorophosphate salts. The intramolecular charge‐transfer (ICT) energies (Emax) of these compounds decrease within each of the series in the order R = Me > Ph > 2,4‐DNPh > 2‐Pym, as the electron‐accepting ability of the pyridinium ring increases. Hyper‐Rayleigh scattering with femtosecond 1300 or 800 nm lasers yields fluorescence‐free first hyperpolarizabilities β, and static first hyperpolarizabilities β0[H] are obtained via the two‐state model. Dipole moment changes Δμ12 for the ICT transitions obtained from Stark spectroscopy afford β0[S] values by using β0 = 3Δμ12(μ12)2/2(Emax)2 (μ12 = transition dipole moment). The β0[S] data show that the combination of pyridyl N‐arylation with conjugation extension affords large increases in β0. The β0[H] data generally agree with this conclusion, but resonance effects may explain some apparent anomalies. X‐ray structural studies on various salts reveal that the use of tosylate anions is not a generally applicable approach to engineering noncentrosymmetric structures of pyridinium salts. However, trans‐N‐phenyl‐4‐(4‐dimethylaminophenyl‐4‐buta‐1,3‐dienyl)pyridinium hexafluorophosphate adopts the polar space group Cc, and shows a very large powder second harmonic generation efficiency from a 1907 nm laser, which is similar to that of the well‐studied material trans‐4′‐(dimethylamino)‐N‐methyl‐4‐stilbazolium tosylate (DAST).