We report some results of studying optical secondharmonic generation (SHG) on surfaces and at interfaces of centrosymmetric media, in resonant nano- and microstructures, and in ferroelectric materials. The research was carried out at the Department of Quantum Electronics of the Lomonosov Moscow State University under the supervision of Professor O.A. Aktsipetrov, and subsequently developed by his disciples. As examples that clearly demonstrate the possibilities of the SHG method for examining nonstandard objects of nonlinear optics, we discuss the behaviour of the nonlinear optical response of single-crystal silicon and germanium surfaces and their interfaces with oxides, as well as nonlinear electroreflection. Optical interferometry and its possibilities are briefly described using the example of these systems. Unique sensitivity of SHG to the symmetry and resonance properties of nanostructures, including magnetic ones, is shown, which determines the efficiency of this method for investigating such systems. Finally, we demonstrate that the SHG effect is a unique remote and sensitive method for studying ferroelectric structures.